A.V. Kerimova.
An analogue of the Pontryagin maximum principle in a discrete-continuous stepwise control problem
The article considers one stepwise discrete-continuous optimal control problem described by a set of Volterra difference equations and Volterra-type integro-differential equations. An analogue of L.S. Pontryagin’s maximum principle (discrete-continuous maximum principle) is proved.
Keywords: Volterra difference equation, Step-wise control problem, Necessary optimality condition
DOI: https://doi.org/10.54381/icp.2024.1.05
An analogue of the Pontryagin maximum principle in a discrete-continuous stepwise control problem
The article considers one stepwise discrete-continuous optimal control problem described by a set of Volterra difference equations and Volterra-type integro-differential equations. An analogue of L.S. Pontryagin’s maximum principle (discrete-continuous maximum principle) is proved.
Keywords: Volterra difference equation, Step-wise control problem, Necessary optimality condition
DOI: https://doi.org/10.54381/icp.2024.1.05