Necessary Optimality Conditions of the First and Second Order in a Single-Step Control Problem Described by a Difference Equation and a Volterra-Type Integro-Differential Equation

被引：0
作者：
Mansimov, K. B. [1 ,2 ]
Kerimova, A. V. [2 ]
机构：
[1] Baku State Univ, AZ-1148 Baku, Azerbaijan
[2] Minist Educ & Sci Azerbaijan, Inst Control Syst, AZ-1141 Baku, Azerbaijan
来源：
COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2024年 / 64卷 / 10期
关键词：
Volterra-type difference equation; Volterra integro-differential equation; variation of a functional; necessary optimality condition; analogue of the Euler equation;
D O I：
10.1134/S0965542524701240
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A stepwise optimal control problem described by a set of difference and Volterra-type integro-differential equations and a Bolza functional is considered. Previously, similar problems were studied for the case of differential and ordinary difference equations. Assuming that the control domains are open, using a modified version of the increment method, the first and second variations of the quality functional are calculated. Using these variations, an analogue of the Euler equation and a number of constructively verifiable necessary optimality conditions of the second order are proved.
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页码：2256 / 2268
页数：13
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