Second order sufficiency criteria for a discrete optimal control problem

被引:31
作者
Hilscher, R [1 ]
Zeidan, V [1 ]
机构
[1] Michigan State Univ, Dept Math, E Lansing, MI 48824 USA
基金
美国国家科学基金会;
关键词
discrete maximum principle; discrete linear Hamiltonian system; discrete quadratic functional; accessory problem; optimality conditions; conjugate interval; duscrete Riccati equation; normality;
D O I
10.1080/10236190290027684
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this work, we derive second order necessary and sufficient optimality conditions for a discrete optimal control problem with one variable endpoint and the other fixed, and with equality control constraints. In particular, the positivity of the second variation, which is a discrete quadratic functional with appropriate boundary conditions, is characterized in terms of the nonexistence of intervals conjugate to 0, the existence of a certain conjoined basis of the associated linear Hamiltonian difference system, or the existence of a symmetric solution to the implicit and explicit Riccati matrix equations. Some results require a certain minimal normality assumption, and are derived using the sensitivity analysis technique.
引用
收藏
页码:573 / 602
页数:30
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