Title :
On the maximum priciple for nonlinear discrete-time systems
Author_Institution :
Bell Telephone Laboratories, Incorporated, Whippany, NJ, USA
fDate :
4/1/1966 12:00:00 AM
Abstract :
It was shown in a previous paper that Halkin´s maximum principle for difference equations linear in the state could be generalized by relaxing a convexity requirement to directional convexity. We show here that Halkin´s results for difference equations not necessarily linear in the state may also be generalized. The new proof uses some rather simple arguments. The proof is based on a condition characterizing the optimal solution. This condition may be used to strengthen the maximum principle in the abnormal case.
Keywords :
Difference equations; Optimal control; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1966.1098311