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

Zh. Vychisl. Mat. Mat. Fiz., 2007 Volume 47, Number 11, Pages 1865–1879 (Mi zvmmf221)

This article is cited in 10 papers

Optimal control problems with terminal functionals represented as the difference of two convex functions

A. S. Strekalovskii

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.

Key words: optimal control, locally and globally optimal processes, optimality principles and conditions.

UDC: 519.626.2+517.977.5

Received: 29.03.2007


 English version:
Computational Mathematics and Mathematical Physics, 2007, 47:11, 1788–1801

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