# Non-linear programming and the maximum principle for discrete time optimal control problems

RAIRO - Operations Research - Recherche Opérationnelle (1975)

- Volume: 9, Issue: V3, page 75-91
- ISSN: 0399-0559

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topMagnanti, T. L.. "Non-linear programming and the maximum principle for discrete time optimal control problems." RAIRO - Operations Research - Recherche Opérationnelle 9.V3 (1975): 75-91. <http://eudml.org/doc/104627>.

@article{Magnanti1975,

author = {Magnanti, T. L.},

journal = {RAIRO - Operations Research - Recherche Opérationnelle},

language = {eng},

number = {V3},

pages = {75-91},

publisher = {EDP-Sciences},

title = {Non-linear programming and the maximum principle for discrete time optimal control problems},

url = {http://eudml.org/doc/104627},

volume = {9},

year = {1975},

}

TY - JOUR

AU - Magnanti, T. L.

TI - Non-linear programming and the maximum principle for discrete time optimal control problems

JO - RAIRO - Operations Research - Recherche Opérationnelle

PY - 1975

PB - EDP-Sciences

VL - 9

IS - V3

SP - 75

EP - 91

LA - eng

UR - http://eudml.org/doc/104627

ER -

## References

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- [2] K. FAN, I. GLICKSBURG and A. J. HOFFMAN, Systems of inequalities involving convex functions, A.M.S. Proc, 8, 1957, pp. 617-622. Zbl0079.02002MR87574
- [3] H. HALKIN, A maximum principle of the Pontryagin type for systems described by non-linear difference equations, S.I.A.M. J. Control, 4, 1966, pp. 90-111. Zbl0152.09301MR199005
- [4] J. M. HOLTZMAN, On the maximum principle for non-linear discrete-time systems, I.E.E.E. Trans. Automatic Control, 4 1966, pp. 528-547.
- [5] B. W. JORDAN and E. POLAK, Theory of a class of discrete optimal control systems, J. Electronics Control, 17, 1964, pp. 697-713. MR179019
- [6] T. L. MAGNANTI, A linear approximation approach to duality in non-linear programming, Tech. Rep. OR 016-73, Oper. Res. Center, M.I.T., April 1973.
- [7] O. L. MANGASARIAN, Non-linear programming, McGraw-Hill, New York, 1969. Zbl0194.20201MR252038
- [8] O. L. MANGASARIAN and S. FROMOVITZ, The Fritz John necessary optimality conditions in the presence of equality and inequality constraints, J. Math. Analysis and Applic., 17, 1967, pp. 37-47. Zbl0149.16701MR207448
- [9] J. M. ORTEGA and W. C. RHEINBOLDT, Iterative solution of non-linear equations in several variables, Academic Press, New York, 1970. Zbl0241.65046MR273810
- [10] A. I. PROPOI, The maximum principle for discrete control systems, Avtomatica i Telemachanica, 7, 1965, pp. 1177-1187. Zbl0151.13103MR192942
- [11] J. B. ROSEN, Optimal control and convex programming, I.B.M. Symp. Control Theory Applic., Yorktown Heights, New York, October 1964, pp. 223-237. MR218135
- [12] R. M VAN SLYKE and R. J. B WETS, A duality theory for abstract mathematical programs with applications to optimal control theory, Math. Res. Lab., Boeing Scientific Research Laboratories, October 1967. Zbl0157.16004

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