scholarly journals First and second order necessary optimality conditions for discrete optimal control problems

2006 ◽  
Vol 16 (2) ◽  
pp. 153-160 ◽  
Author(s):  
Boban Marinkovic
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Optimal Control Problems ◽  
Necessary Optimality Conditions ◽  
Second Order ◽  
Control Problems ◽  
Discrete Optimal Control

Discrete optimal control problems with varying endpoints are considered. First and second order necessary optimality conditions are obtained without normality assumptions.

Necessary optimality conditions for bicriterion discrete optimal control problems

1999 ◽  
Vol 40 (3) ◽  
pp. 392-402 ◽  
Author(s):  
X. Q. Yang ◽  
K. L. Teo
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Optimal Control Problems ◽  
Adjoint Equation ◽  
Optimization Technique ◽  
Optimal Solution ◽  
Necessary Optimality Conditions ◽  
Control Problems ◽  
Discrete Optimal Control ◽  
Linear State

AbstractIn management science and system engineering, problems with two incommensurate objectives are often detected. Bicriterion optimization finds an optimal solution for the problems. In this paper it is shown that bicriterion discrete optimal control problems can be solved by using a parametric optimization technique with relaxed convexity assumptions. Some necessary optimality conditions for discrete optimal control problems subject to a linear state difference equation are derived. It is shown that in this case no adjoint equation is required.

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