M.U. Chirakhova
On one linear problem of optimal control of Volterra-type systems of difference


One optimal process control problem described by a system of Volterra-type linear difference equations. The necessary and sufficient optimality condition in the form of the discrete maxi-mum principle is proved. The case of a non-linear convex quality functional is considered separately.

Keywords: Volterra difference equation, Linear optimal control problem, Formula for the increment of the quality criterion, Discrete maximum principle
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