Geodesic
Monotone Lyapunov type functions and global optimality conditions for discrete control problems
The Bulletin of Irkutsk State University. Series Mathematics, Tome 4 (2011) no. 3, pp. 132-145

Voir la notice de l'article provenant de la source Math-Net.Ru

Sufficient and necessary global optimality conditions for discrete optimal control problems are proposed. These conditions are based on applying of strongly and weakly monotone Lyapunov type functions that do not decrease along any or some trajectories of discrete dynamical systems under consideration. Proposed sufficient conditions are more general than well-known Krotov conditions. There are obtained conditions that converse the discrete maximum principle into sufficient optimality condition.
Keywords: discrete dynamical systems, monotone Lyapunov type functions, inner estimates to reachable sets, sufficient and necessary global optimality conditions, discrete maximum principle. 
@article{IIGUM_2011_4_3_a12,
     author = {S. P. Sorokin},
     title = {Monotone {Lyapunov} type functions and global optimality conditions for discrete control problems},
     journal = {The Bulletin of Irkutsk State University. Series Mathematics},
     pages = {132--145},
     publisher = {mathdoc},
     volume = {4},
     number = {3},
     year = {2011},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IIGUM_2011_4_3_a12/}
}
TY  - JOUR
AU  - S. P. Sorokin
TI  - Monotone Lyapunov type functions and global optimality conditions for discrete control problems
JO  - The Bulletin of Irkutsk State University. Series Mathematics
PY  - 2011
SP  - 132
EP  - 145
VL  - 4
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IIGUM_2011_4_3_a12/
LA  - ru
ID  - IIGUM_2011_4_3_a12
ER  - 
%0 Journal Article
%A S. P. Sorokin
%T Monotone Lyapunov type functions and global optimality conditions for discrete control problems
%J The Bulletin of Irkutsk State University. Series Mathematics
%D 2011
%P 132-145
%V 4
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IIGUM_2011_4_3_a12/
%G ru
%F IIGUM_2011_4_3_a12
S. P. Sorokin. Monotone Lyapunov type functions and global optimality conditions for discrete control problems. The Bulletin of Irkutsk State University. Series Mathematics, Tome 4 (2011) no. 3, pp. 132-145. http://geodesic.mathdoc.fr/item/IIGUM_2011_4_3_a12/