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Necessary First- and Second-Order Optimality Conditions in Discrete Systems with a Delay in Control

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Abstract

In the paper, an optimal control problem with a delay in control is considered. Suggesting a new approach, Euler-type necessary optimality conditions and the linearized discrete maximum principle are established. Also, the second-order necessary optimality conditions (a) based on the second variation of the objective functional and (b) for quasi-singular controls are obtained. An example to illustrate the richness of content of the suggested approach is presented.

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Authors and Affiliations

  1. Mathematical and Mechanical Institute of ANAS, Baku, Azerbaijan

    Misir J. Mardanov & Samin T. Malik

  2. Baku Higher Oil School, Baku, Azerbaijan

    Samin T. Malik

Authors
  1. Misir J. Mardanov
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  2. Samin T. Malik
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Correspondence to Samin T. Malik.

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Mardanov, M.J., Malik, S.T. Necessary First- and Second-Order Optimality Conditions in Discrete Systems with a Delay in Control. J Dyn Control Syst 25, 29–43 (2019). https://doi.org/10.1007/s10883-017-9394-3

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  • DOI: https://doi.org/10.1007/s10883-017-9394-3

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