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.

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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
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article

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

K. B. Mansimov, A. V. Kerimova
9 links
Computational Mathematics and Mathematical Physics
Differential Equations and Numerical Methods
article

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

K. B. Mansimov, A. V. Kerimova
article en

Abstract

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.

Computational Mathematics and Mathematical PhysicsVol. 64(10)
Baku State University (AZ), Ministry of Science and Education Republic of Azerbaijan (AZ)
Openalex Percentile: Top 66%
Differential Equations and Numerical Methods
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