Detailed Information on Publication Record
2002
Second order sufficiency criteria for a discrete optimal control problem
HILSCHER, Roman and Vera ZEIDANBasic information
Original name
Second order sufficiency criteria for a discrete optimal control problem
Authors
HILSCHER, Roman (203 Czech Republic, guarantor) and Vera ZEIDAN (840 United States of America)
Edition
Journal of Difference Equations and Applications, Taylor and Francis, 2002, 1023-6198
Other information
Language
English
Type of outcome
Článek v odborném periodiku
Field of Study
10101 Pure mathematics
Country of publisher
United Kingdom of Great Britain and Northern Ireland
Confidentiality degree
není předmětem státního či obchodního tajemství
Impact factor
Impact factor: 0.537
RIV identification code
RIV/00216224:14310/02:00008167
Organization unit
Faculty of Science
UT WoS
000176011200005
Keywords in English
discrete maximum principle; discrete linear Hamiltonian system; discrete quadratic functional; accessory problem; optimality conditions; conjugate interval; discrete Riccati equation; normality
Tags
Změněno: 26/6/2009 07:44, prof. RNDr. Roman Šimon Hilscher, DSc.
Abstract
V originále
In this work we derive second order necessary and sufficient optimality conditions for a discrete optimal control problem with one variable and one fixed endpoints, and with equality control constraints. In particular, the positivity of the second variation, which is a discrete quadratic functional with appropriate boundary conditions, is characterized in terms of the nonexistence of intervals conjugate to 0, the existence of a certain conjoined basis of the associated linear Hamiltonian difference system, or the existence of a symmetric solution to the implicit and explicit Riccati matrix equations. Some results require a certain minimal normality assumption, and are derived using the sensitivity analysis technique.
Links
| GA201/01/0079, research and development project |
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