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
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.
Authors
- K. B. Mansimov (ORCID: https://orcid.org/0000-0002-1518-2279)
- A. V. Kerimova
Institutions
- Baku State University (AZ)
- Ministry of Science and Education Republic of Azerbaijan (AZ)
Publication Details
- Journal
- Computational Mathematics and Mathematical Physics
- Published
- 2024-10-01
- DOI
- https://doi.org/10.1134/s0965542524701240
- Primary Topic
- Differential Equations and Numerical Methods
- Type
- article
- Field-Weighted Citation Impact
- 0.00