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January  2006, 2(1): 55-62. doi: 10.3934/jimo.2006.2.55

On a discrete optimal control problem with an explicit solution

V.N. Malozemov 1, and  A.V. Omelchenko 1,

1. 

Faculty of Mathematics and Mechanics, St.Petersburg State University, Universitetskii pr. 28, Petrodvorets, 198504, Russian Federation, Russian Federation

Received  May 2004 Revised  November 2005 Published  January 2006

A two-dimensional discrete optimal control problem is considered. In this problem it is required that the first component admits the given value and the second component attains the largest value at the last step. The explicit solution of this problem is obtained under some assumptions.
Keywords: admissible curves, multistep processes., Discrete optimal control.
Mathematics Subject Classification: 49JXX, 76NX.
Citation: V.N. Malozemov, A.V. Omelchenko. On a discrete optimal control problem with an explicit solution. Journal of Industrial & Management Optimization, 2006, 2 (1) : 55-62. doi: 10.3934/jimo.2006.2.55
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