Necessary Optimality Conditions of the First and Second Order in a Single-Step Control Problem Described by a Difference Equation and a Volterra-Type Integro-Differential Equation

被引：0

作者：

Mansimov, K. B. ^{[1
,2
]}

Kerimova, A. V. ^{[2
]}

机构：

[1] Baku State Univ, AZ-1148 Baku, Azerbaijan

[2] Minist Educ & Sci Azerbaijan, Inst Control Syst, AZ-1141 Baku, Azerbaijan

来源：

COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 2024年 / 64卷 / 10期

关键词：

Volterra-type difference equation; Volterra integro-differential equation; variation of a functional; necessary optimality condition; analogue of the Euler equation;

D O I：

10.1134/S0965542524701240

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A stepwise optimal control problem described by a set of difference and Volterra-type integro-differential equations and a Bolza functional is considered. Previously, similar problems were studied for the case of differential and ordinary difference equations. Assuming that the control domains are open, using a modified version of the increment method, the first and second variations of the quality functional are calculated. Using these variations, an analogue of the Euler equation and a number of constructively verifiable necessary optimality conditions of the second order are proved.

引用

页码：2256 / 2268

页数：13

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