Mardanov, Misir J and Melikov, Telman K and Malik, Samin T and Malikov, Kamran (2020) First- and second-order necessary conditions with respect to components for discrete optimal control problems. Journal of Computational and Applied Mathematics, 364. p. 112342. DOI https://doi.org/10.1016/j.cam.2019.112342
Mardanov, Misir J and Melikov, Telman K and Malik, Samin T and Malikov, Kamran (2020) First- and second-order necessary conditions with respect to components for discrete optimal control problems. Journal of Computational and Applied Mathematics, 364. p. 112342. DOI https://doi.org/10.1016/j.cam.2019.112342
Mardanov, Misir J and Melikov, Telman K and Malik, Samin T and Malikov, Kamran (2020) First- and second-order necessary conditions with respect to components for discrete optimal control problems. Journal of Computational and Applied Mathematics, 364. p. 112342. DOI https://doi.org/10.1016/j.cam.2019.112342
Abstract
This paper is devoted to the study of discrete optimal control problems. We aim to obtain more constructive optimality conditions under weakened convexity assumptions. Based on a new approach introduced in this work, an optimality condition with respect to every component is obtained in the form of a global maximum principle. In addition, an optimality condition with respect to one of the components of a control in the form of the global maximum principle and with respect to another component of a control in the form of the linearized maximum principle are obtained. Furthermore, various second-order optimality conditions in terms of singular and quasi-singular controls with respect to the components are obtained on the fly.
Item Type: | Article |
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Uncontrolled Keywords: | Discrete maximum principle with respect to components; Singular and quasi-singular controls with respect to components; Optimal control; Necessary conditions; Second-order optimality conditions |
Divisions: | Faculty of Social Sciences Faculty of Social Sciences > Essex Business School |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 07 Aug 2019 15:11 |
Last Modified: | 30 Oct 2024 17:11 |
URI: | http://repository.essex.ac.uk/id/eprint/25096 |
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Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 3.0