Sufficient conditions for optimality of a control problem with discrete time
The given sufficient conditions for optimality of a control problem with discrete time are similar to the so-called Bellmann equations of dynamic programming. The occuring unknown functions are approximately computed by a set of first order and second order conditions. By using these approximations...
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| Veröffentlicht in: | Nonlinear analysis, theory and applications |
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
1981
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Tag hinzufügen | Zusammenfassung: | The given sufficient conditions for optimality of a control problem with discrete time are similar to the so-called Bellmann equations of dynamic programming. The occuring unknown functions are approximately computed by a set of first order and second order conditions. By using these approximations of the functions a local sufficient condition is given for the problem. |
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