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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 57, 2008 - Issue 4
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Original Articles

Second-order optimality conditions in a discrete optimal control problem

Pages 539-548 | Received 20 Oct 2005, Accepted 01 Sep 2006, Published online: 23 May 2008

References

  • Arutyunov , AV . 1996 . Second-order conditions in extremal problems with finite-dimensional range. 2-normal maps. . Rossiiskaya Akademiya Nauk. Izvestiya. Seriya Matematicheskaya , 60 ( 1 ) : 37 – 62 . English transl. in Izvestiya. Mathematics 60
  • Arutyunov , AV . 2000 . Optimality conditions: Abnormal and Degenerate Problems , Dordrecht : Kluwer Academic Publishers .
  • Arutyunov , AV and Marinkovic , B . 2005 . Necessary conditions for optimality in discrete optimal control problems . Vestnik Moskovskogo Gosudarstvenogo Universiteta , 1 : 43 – 48 . 15, (in Russian)
  • Boltyanskii , VG . 1978 . Optimal Control of Discrete Systems , New York : Wiley .
  • Hilscher , R and Zeidan , V . 2002 . Second order sufficiency criteria for a discrete optimal control problem . Journal of Difference, Equations and Applications , 8 ( 6 ) : 573 – 602 .
  • Ioffe , AD and Tikhomirov , VM . 1979 . Theory of Extremal Problems , Amsterdam : North-Holland .
  • Izmailov , AF and Tretyakov , AA . 1994 . Factor Analysis of Nonlinear Mappings , Moscow : Nauka . (inRussian)
  • Marinković , B . 2006 . Sensitivity analysis for discrete optimal control problems. . Mathematical Methods of Operations Research , 63 ( 3 ) : 513 – 524 .
  • Mordukhovich , B . 1988 . Approximate Methods in Problems of Optimization and Control , Moscow : Nauka) (in Russian .
  • Propoi , AI . 1973 . Elements of the Theory of Optimal Discrete Processes , Moscow : Nauka . (in Russian)

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