一类离散时间最优控制问题的一阶最优性条件.pdf

Advances in Applied Mathematics 应用数学进展, 2016, 5(4), 773-782 Published Online November 2016 in Hans. /journal/aam /10.12677/aam.2016.54089 First-Order Optimality Conditions for a Class of Discrete-Time Optimal Control Problems 1 2* 1 3 Xiaohang Yang , Yingtao Xu , Ying Zhang , Linyue Du 1 College of Mathematics, Physics and Information Engineering, Zhejiang Normal University, Jinhua Zhejiang 2 College of Xingzhi, Zhejiang Normal University, Jinhua Zhejiang 3 Personnel Department, Zhejiang Normal University, Jinhua Zhejiang th th th Received: Nov. 10 , 2016; accepted: Nov. 26 , 2016; published: Nov. 30 , 2016 Copyright © 2016 by authors and Hans Publishers Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). /licenses/by/4.0/ Open Access Abstract In this paper, we give the Lipschitz condition for a class of discrete-time control problems in which the system has unique solution. Further, we present the control variable transformation function by using the control parameterization method. As a result, the optimal control problem we are considering is converted to a nonlinear differentiable programming problem. Then we put for- ward a class of first-order optimality conditions for this optimal control problem. Finally, two examples are provided to demonstrate the effectiveness of the proposed first-order optimality conditions. Keywords Contraction Fixed Point Theorem, Control Parameterization Method, Optimality Condition 一类离散时间最优控制