Second-order optimality conditions in a discrete optimal control problem

被引：7
|
作者：
Marinkovic, B. [1 ]
机构：
[1] Fac Min & Geol, Dept Appl Math, Belgrade 11000, Serbia
来源：
OPTIMIZATION | 2008年 / 57卷 / 04期
关键词：
discrete optimal control; mathematical programming; normality;
D O I：
10.1080/02331930601125044
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
Discrete optimal control problems with variable endpoints and with inequality type constraints on control are considered. We derive first- and second-order necessary optimality conditions that are meaningful without a priori normality assumptions.
引用
收藏
页码：539 / 548
页数：10
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