Geodesic
Optimal control problems with terminal functionals represented as the difference of two convex functions
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 11, pp. 1865-1879 
A. S. Strekalovskii. Optimal control problems with terminal functionals represented as the difference of two convex functions. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 11, pp. 1865-1879. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_11_a5/
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Voir la notice de l'article provenant de la source Math-Net.Ru

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.

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