Mathematical problems in management

Necessary optimality conditions of singular controls in the optimal control by discrete-continuons system

R. O. Mastaliyev

Institute of Control Systems, National Academy of Sciences of Azerbaijan, Baku

Abstract: The paper derives a necessary condition for optimality in the form of the Pontryagin maximum principle for problems described by the system of difference and integro-differential equations of Volterra type. The singular in the sense of Pontryagin's maximum principle case is investigated.

Keywords: difference and integro-differential equations of the volterra, stepwise problem, necessary conditions, optimality, principle of the maximum, singular control.

UDC: 517.977.56