Optimality Conditions in Discrete Optimal Control Problems with State Constraints

Author: Marinkovic Boban  

Publisher: Taylor & Francis Ltd

ISSN: 0163-0563

Source: Numerical Functional Analysis and Optimization, Vol.28, Iss.7-8, 2007-07, pp. : 945-955

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Abstract

We consider nonlinear discrete optimal control problems with variable end points and with inequality and equality type constraints on trajectories and control. We derive first- and second-order necessary optimality conditions that are meaningful without a priori normality assumptions.