A New Discrete Analogue of Pontryagin’s Maximum Principle


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Abstract

By introducing the concept of a γ-convex set, a new discrete analogue of Pontryagin’s maximum principle is obtained. By generalizing the concept of the relative interior of a set, an equality-type optimality condition is proved, which is called by the authors the Pontryagin equation.

About the authors

M. J. Mardanov

Institute of Mathematics and Mechanics; Baku State University

Author for correspondence.
Email: misir.mardanov@imm.az
Azerbaijan, Baku, AZ1141; Baku, AZ1148

T. K. Melikov

Institute of Mathematics and Mechanics; Institute of Control Systems

Email: misir.mardanov@imm.az
Azerbaijan, Baku, AZ1141; Baku, AZ1141

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