A.V. Kerimova, K.B. Mansimov.
Necessary first- and second-order optimality conditions in one two-stage stepwise control problem
A discrete stepwise optimal control problem described by two systems of Volterra-type difference equations of general form is investigated. Under the assumption of openness of the control domains, the necessary first- and second-order optimality conditions are established.
Keywords: Volterra-type difference equation, Quality functional, Analog of Euler equation, Admissible control, Optimal control, Stepwise control problem
DOI: https://doi.org/10.54381/icp.2024.2.02
Necessary first- and second-order optimality conditions in one two-stage stepwise control problem
A discrete stepwise optimal control problem described by two systems of Volterra-type difference equations of general form is investigated. Under the assumption of openness of the control domains, the necessary first- and second-order optimality conditions are established.
Keywords: Volterra-type difference equation, Quality functional, Analog of Euler equation, Admissible control, Optimal control, Stepwise control problem
DOI: https://doi.org/10.54381/icp.2024.2.02