Abstract

This paper deals with the necessary and sufficient conditions of optimality for the Mayer problem of second-order discrete and discrete-approximate inclusions. The main problem is to establish the approximation of second-order viability problems for differential inclusions with endpoint constraints. Thus, as a supplementary problem, we study the discrete approximation problem and give the optimality conditions incorporating the Euler-Lagrange inclusions and distinctive transversality conditions. Locally adjoint mappings (LAM) and equivalence theorems are the fundamental principles of achieving these optimal conditions, one of the most characteristic properties of such approaches with second-order differential inclusions that are specific to the existence of LAMs equivalence relations. Also, a discrete linear model and an example of second-order discrete inclusions in which a set-valued mapping is described by a nonlinear inequality show the applications of these results.

Highlights

  • Optimal control problems with discrete and differential inclusions are increasingly studied in mathematical theory [1, 2]

  • The optimal control problems described by discrete inclusions with endpoint constraints and approximation play a very significant role in both theory and applications of control theory [7, 8]

  • Second-order discrete and differential inclusions have been studied by many authors when the setvalued mapping is both convex and nonconvex valued

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Summary

Introduction

Optimal control problems with discrete and differential inclusions are increasingly studied in mathematical theory [1, 2]. We use difference approximations of ordinary derivatives and grid functions on a uniform grid to approximate differential inclusions and to derive necessary and sufficient conditions of optimality for discrete-approximation problems.

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