Discrete Optimal Control: The Accessory Problem and Necessary Optimality Conditions

Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints

In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for a discrete optimal control problem.

Necessary and Sucient Optimality Conditions for a Control Fuzzy Linear Problem

Second-Order Necessary Conditions in Optimal Control: Accessory-Problem Results without Normality Conditions I

An optimal control problem, which includes restrictions on the controls and equality/inequality constraints on the terminal states, is formulated. Second-order necessary conditions of the accessoryproblem type are obtained in the absence of normality conditions. It is shown that the necessary conditions generalize and simplify prior results due to Hestenes (Ref. 5) and Warga (Refs. 6 and 7).

Necessary optimality conditions for discrete inclusions

The aim of this paper is to present a short survey of several new results concerning optimization of discrete inclusions. We study an optimization problem given by a discrete inclusion with end point constraints and we present several approaches concerning first and secondorder necessary optimality conditions for this problem.

Necessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints

This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and it can be seen as a dynamic mathematical program with equilibrium constraints. It provides a powerful modeling paradigm for many practical problems such as ...