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JOURNALS // Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory // Archive
Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 2024 Volume 234, Pages 43–49 (Mi into1291)
Support majorants and feedback minimum principles for discrete optimal control problems

V. A. Dykhtaab

a Matrosov Institute for System Dynamics and Control Theory of Siberian Branch of Russian Academy of Sciences, Irkutsk
b Irkutsk State University

Abstract: Support conditions for two classes of problems are found: problems for which the discrete maximum principle is valid and for generalized solutions that are optimal in a convex problem with trajectories realized in the original formulation.

Keywords: necessary conditions, discrete minimum principle, feedback minimum principle, Hamilton–Jacobi inequality

UDC: 517.977.5

MSC: 49K15, 49L99

DOI: 10.36535/2782-4438-2024-234-43-49


© Steklov Math. Inst. of RAS, 2025