We consider optimal control problems for discrete-time systems with delays. The main goal is to derive necessary optimality conditions of the discrete maximum principle type in the case of nonsmooth minimizing functions. We obtain two independent forms of the discrete maximum principle with transversality conditions described in terms of subdifferentials and superdifferentials, respectively. The superdifferential form is new even for non-delayed systems and may be essentially stronger than a more conventional subdifferential form in some situations.
Number in Series
Applied Mathematics | Mathematics | Numerical Analysis and Computation
Mordukhovich, Boris S. and Shvartsman, Ilya, "Discrete Maximum Principle for Nonsmooth Optimal Control Problems with Delays" (2001). Mathematics Research Reports. 2.