Optimal control problems with terminal functionals represented as the difference of two convex functions |
| |
Authors: | A S Strekalovsky |
| |
Institution: | (1) Institute of System Dynamics and Control Theory, Siberian Division, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia |
| |
Abstract: | Two control problems for a state-linear control system are considered: the minimization of a terminal functional representable as the difference of two convex functions (d.c. functions) and the minimization of a convex terminal functional with a d.c. terminal inequality contraint. Necessary and sufficient global optimality conditions are proved for problems in which the Pontryagin and Bellman maximum principles do not distinguish between locally and globally optimal processes. The efficiency of the approach is illustrated by examples. |
| |
Keywords: | optimal control locally and globally optimal processes optimality principles and conditions |
本文献已被 SpringerLink 等数据库收录! |