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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2024 Volume 64, Number 10, Pages 1868–1880 (Mi zvmmf11849)

Optimal control

Necessary optimality conditions of the first and second order in a single-step control problem described by a difference equation and a Volterra-type integro-differential equation

K. B. Mansimovab, A. V. Kerimovab

a Baku State University, Az 1148, Baku, Azerbaijan
b Institute of Control Systems, Ministry of Education and Science of Azerbaijan, Az 1141, Baku, Azerbaijan

Abstract: A stepwise optimal control problem described by a set of difference and Volterra-type integro-differential equations and a Bolza functional is considered. Previously, similar problems were studied for the case of differential and ordinary difference equations. Assuming that the control domains are open, using a modified version of the increment method, the first and second variations of the quality functional are calculated. Using these variations, an analogue of the Euler equation and a number of constructively verifiable necessary optimality conditions of the second order are proved.

Key words: Volterra type difference equation, Volterra integrodifferential equations, functional variation, necessary optimality condition, analog of the Euler equation.

UDC: 517.977.52

Received: 09.01.2024
Revised: 09.01.2024
Accepted: 28.06.2024

DOI: 10.31857/S0044466924100072


 English version:
Computational Mathematics and Mathematical Physics, 2024, 64:10, 2256–2268

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© Steklov Math. Inst. of RAS, 2025