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Necessary feedback optimality conditions and nonstandard duality in problems of discrete system optimization
Authors:S. P. Sorokin
Affiliation:1. Institute for System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences, Irkutsk, Russia
Abstract:For the problems of optimal control of discrete systems, the necessary global optimality conditions were established without using the convexity assumptions. These conditions are based on the feedback controls constructed using the weakly monotone solutions of the Hamilton-Jacobi inequality.
Keywords:
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