The discrete-time maximum principle : a survey and some new results
作者:
ZBIGNIEW NAHORSKI,
HANSF. RAVN,
RENÉ VICTORVALQUI VIDAL,
期刊:
International Journal of Control
(Taylor Available online 1984)
卷期:
Volume 40,
issue 3
页码: 533-554
ISSN:0020-7179
年代: 1984
DOI:10.1080/00207178408933292
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this paper we present a review of the development of the discrete maximum principle. In the presentation, the emphasis is on a geometrical interpretation. The crucial assumptions in the theory developed are pointed out, and the attempts to overcome the limitation in the resulting theorems ore exposed. Following the review, we present a new approach to optimization of the multi-stage optimization problems called the ’ upper boundary approach ’. The classical methods of solving this problem are shown to fit smoothly into the new approach. Moreover, using this approach a number of new results have been developed, among these a new generalized version of the discrete maximum principle. The new version does not require the assumption of directional convexity.
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