Second-order optimality conditions in a discrete optimal control problem

Abstract

Discrete optimal control problems with variable endpoints and with inequality type constraints on control are considered. We derive first- and second-order necessary optimality conditions that are meaningful without a priori normality assumptions.

Keywords:

• discrete optimal control
• mathematical programming
• normality

Mathematics Subject Classifications 2000::

• 90c46
• 49k

Acknowledgments

The author would like to thank A.V. Arutyunov for the valuable suggestions and the Associate Editor whose comments improved the presentation considerably.