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Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints

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  • N. Toan
  • L. Thuy

Abstract

In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for a discrete optimal control problem. Copyright Springer Science+Business Media New York 2016

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  • N. Toan & L. Thuy, 2016. "Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints," Journal of Global Optimization, Springer, vol. 64(3), pages 533-562, March.
    • Handle: RePEc:spr:jglopt:v:64:y:2016:i:3:p:533-562
    DOI: 10.1007/s10898-015-0333-0
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    References listed on IDEAS

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    1. N. T. Toan & Q. H. Ansari & J.-C. Yao, 2015. "Second-Order Necessary Optimality Conditions for a Discrete Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 812-836, June.
    2. Zhaotong Lian & Liming Liu & Marcel F. Neuts, 2005. "A Discrete-Time Model for Common Lifetime Inventory Systems," Mathematics of Operations Research, INFORMS, vol. 30(3), pages 718-732, August.
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