Support majorants and feedback minimum principles for discrete optimal control problems
- Authors: Dykhta V.A.1,2
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Affiliations:
- V. M. Matrosov Institute of System Dynamics and Control Theory of the Siberian Branch of the Russian Academy of Sciences
- Irkutsk State University
- Issue: Vol 234 (2024)
- Pages: 43-49
- Section: Articles
- URL: https://journal-vniispk.ru/2782-4438/article/view/262001
- DOI: https://doi.org/10.36535/2782-4438-2024-234-43-49
- ID: 262001
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Abstract
Support conditions for two classes of problems are found: problems for which the discrete maximum principle is valid and for generalized solutions that are optimal in a convex problem with trajectories realized in the original formulation.
About the authors
Vladimir A. Dykhta
V. M. Matrosov Institute of System Dynamics and Control Theory of the Siberian Branch of the Russian Academy of Sciences; Irkutsk State University
Author for correspondence.
Email: dykhta@gmail.com
Russian Federation, Irkutsk; Irkutsk
References
- Габасов Р., Кириллова Ф. М. Качественная теория оптимальных процессов. — Москва: Наука, 1971.
- Дыхта В. А. О множестве необходимых условий оптимальности с позиционными управлениями, порожденном слабо убывающими решениями неравенства Гамильтона—Якоби спуска в задачах оптимального управления// Тр. Ин-та мат. мех. УрО РАН. — 2022. — 28, № 3. — С. 83–93.
- Мордухович Б. Ш. Методы аппроксимации в задачах оптимизации и управления. — М.: Наука, 1988.
- Dykhta V. A., Sorokin S. Feedback minimum principle for optimal control problems in discrete-time systems and its applications// Lect. Notes Comp. Sci. — 2019. — 11548. — P. 449–460.
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