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Second-Order Necessary Optimality Conditions for a Discrete Optimal Control Problem

Author

Listed:
  • N. T. Toan

    (Hanoi University of Science and Technology
    National Sun Yat-sen University)

  • Q. H. Ansari

    (Aligarh Muslim University
    King Fahd University of Petroleum & Minerals)

  • J.-C. Yao

    (Kaohsiung Medical University
    King Abdulaziz University)

Abstract

In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with a nonconvex cost function and control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order optimality conditions for a discrete optimal control problem.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:165:y:2015:i:3:d:10.1007_s10957-014-0648-x
    DOI: 10.1007/s10957-014-0648-x
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    References listed on IDEAS

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    1. N. Toan & J.-C. Yao, 2014. "Mordukhovich subgradients of the value function to a parametric discrete optimal control problem," Journal of Global Optimization, Springer, vol. 58(3), pages 595-612, March.
    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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    Cited by:

    1. 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.
    2. Le Quang Thuy & Bui Thi Thanh & Nguyen Thi Toan, 2017. "On the No-Gap Second-Order Optimality Conditions for a Discrete Optimal Control Problem with Mixed Constraints," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 421-442, May.

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