R.Hilscher, V.Zeidan

Discrete optimal control: the accessory problem and necessary optimality conditions

Abstract

In this work we derive the accessory problem for a general nonlinear discrete optimal control problem. We obtain necessary conditions for optimality -- nonnegativity of the second variation. As the second variation is a discrete quadratic functional, we proceed by deriving necessary conditions for the nonnegativity of such functionals. Certain controllability (or normality) assumption is required.


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Last change: August 28, 2000. (c) Roman Hilscher