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FEEDBACK MINIMUM PRINCIPLE FOR DISCRETE OPTIMAL CONTROL PROBLEMS

Annotation

Necessary global optimality conditions for three classes of discrete optimal control problems are obtained. The conditions use feedback controls and employ just Discrete Maximum Principle objects. The results are true without any convexity assumptions.

Keywords

discrete optimal control; necessary conditions; Maximum Principle; feedback controls; iterative methods

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UDC

517.977.52

Pages

1447-1452

References

1. Dykhta V.A. Slabo monotonnye resheniya neravenstva Gamil'tona-Yakobi i usloviya optimal'nosti s pozitsionnymi upravleniyami // Avtomatika i telemekhanika. 2014. № 5. S. 31-49. 2. Dykhta V.A. Variatsionnye usloviya optimal'nosti s pozitsionnymi upravleniyami spuska, usilivayushchie printsip maksimuma // Izv. Irkutskogo gos. un-ta. Ser. Matematika. 2014. T. 8. S. 86-103. 3. Dykhta V.A. Variatsionnye neobkhodimye usloviya optimal'nosti s pozitsionnymi upravleniyam spuska v zadachakh optimal'nogo upravleniya // Doklady Akademii Nauk. 2015. T. 462. № 6. S. 653-656. 4. Propoy A.I. Elementy teorii optimal'nykh diskretnykh protsessov. M.: Nauka, 1973. 5. Ioffe A.D., Tikhomirov V.M. Teoriya ekstremal'nykh zadach. M.: Nauka, 1974. 6. Krasovskiy N.N. Upravlenie dinamicheskoy sistemoy. M.: Nauka, 1985. 7. Sorokin S.P. Pozitsionnye neobkhodimye usloviya optimal'nosti i nestandartnaya dvoystvennost' v zadachakh optimizatsii diskretnykh sistem // Avtomatika i telemekhanika. 2014. № 9. S. 21-30. 8. Sorokin S.P. Pozitsionnye neobkhodimye usloviya optimal'nosti i metod resheniya zadach optimal'nogo upravleniya v diskretnoy sisteme, lineynoy po fazovoy peremennoy // Vestnik Tambovskogo universiteta. Seriya Estestvennye i tekhnicheskie nauki. Tambov, 2013. T. 18. Vyp. 5. S. 2685-2687.

Received

2015-05-10

Section of issue

Scientific articles

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