Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints

被引:0
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作者
N. T. Toan
L. Q. Thuy
机构
[1] Hanoi University of Science and Technology,School of Applied Mathematics and Informatics
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关键词
First-order necessary optimality condition; Second-order necessary optimality condition; Discrete optimal control problem; Mixed Constraint;
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摘要
In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for a discrete optimal control problem.
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页码:533 / 562
页数:29
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