Feedback Optimality Condition for Nonconvex Discrete Linear-Quadratic Optimal Control Problem
2021 ◽
Vol 3
(3)
◽
pp. 169-175
Keyword(s):
The paper analyzed a non-convex linear-quadratic optimization problem in a discrete dynamic system. We obtained necessary optimality condition with feedback controls which allow a descent of the functional cost. Such controls are generated by the quadratic majorant of the cost. In contrast to the discrete maximum principle, this condition does not require any convexity properties of the problem.
1979 ◽
Vol 30
(2)
◽
pp. 339-361
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2018 ◽
Vol 21
(03)
◽
pp. 1850014
1996 ◽
Vol 29
(3)
◽
pp. 121-129
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