IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v165y2015i3d10.1007_s10957-014-0648-x.html
   My bibliography  Save this article

Second-Order Necessary Optimality Conditions for a Discrete Optimal Control Problem

Author

Listed:
  • N. T. Toan

    (Hanoi University of Science and Technology
    National Sun Yat-sen University)

  • Q. H. Ansari

    (Aligarh Muslim University
    King Fahd University of Petroleum & Minerals)

  • J.-C. Yao

    (Kaohsiung Medical University
    King Abdulaziz University)

Abstract

In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with a nonconvex cost function and control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order optimality conditions for a discrete optimal control problem.

Suggested Citation

  • N. T. Toan & Q. H. Ansari & J.-C. Yao, 2015. "Second-Order Necessary Optimality Conditions for a Discrete Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 812-836, June.
  • Handle: RePEc:spr:joptap:v:165:y:2015:i:3:d:10.1007_s10957-014-0648-x
    DOI: 10.1007/s10957-014-0648-x
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-014-0648-x
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-014-0648-x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. N. Toan & J.-C. Yao, 2014. "Mordukhovich subgradients of the value function to a parametric discrete optimal control problem," Journal of Global Optimization, Springer, vol. 58(3), pages 595-612, March.
    2. Zhaotong Lian & Liming Liu & Marcel F. Neuts, 2005. "A Discrete-Time Model for Common Lifetime Inventory Systems," Mathematics of Operations Research, INFORMS, vol. 30(3), pages 718-732, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. N. Toan & L. Thuy, 2016. "Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints," Journal of Global Optimization, Springer, vol. 64(3), pages 533-562, March.
    2. Le Quang Thuy & Bui Thi Thanh & Nguyen Thi Toan, 2017. "On the No-Gap Second-Order Optimality Conditions for a Discrete Optimal Control Problem with Mixed Constraints," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 421-442, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Le Quang Thuy & Bui Thi Thanh & Nguyen Thi Toan, 2017. "On the No-Gap Second-Order Optimality Conditions for a Discrete Optimal Control Problem with Mixed Constraints," Journal of Optimization Theory and Applications, Springer, vol. 173(2), pages 421-442, May.
    2. Le Quang Thuy & Nguyen Thi Toan, 2016. "Subgradients of the Value Function in a Parametric Convex Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 170(1), pages 43-64, July.
    3. Agassi Melikov & Ramil Mirzayev & Janos Sztrik, 2023. "Double-Sources Queuing-Inventory Systems with Finite Waiting Room and Destructible Stocks," Mathematics, MDPI, vol. 11(1), pages 1-16, January.
    4. Huanan Zhang & Cong Shi & Xiuli Chao, 2016. "Technical Note—Approximation Algorithms for Perishable Inventory Systems with Setup Costs," Operations Research, INFORMS, vol. 64(2), pages 432-440, April.
    5. Agassi Melikov & Laman Poladova & Sandhya Edayapurath & Janos Sztrik, 2023. "Single-Server Queuing-Inventory Systems with Negative Customers and Catastrophes in the Warehouse," Mathematics, MDPI, vol. 11(10), pages 1-16, May.
    6. Kien, B.T. & Liou, Y.C. & Wong, N.-C. & Yao, J.-C., 2009. "Subgradients of value functions in parametric dynamic programming," European Journal of Operational Research, Elsevier, vol. 193(1), pages 12-22, February.
    7. Nguyen Thi Toan & Le Quang Thuy, 2023. "S-Derivative of the Extremum Multifunction to a Multi-objective Parametric Discrete Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 196(1), pages 240-265, January.
    8. Opher Baron & Oded Berman & David Perry, 2010. "Continuous review inventory models for perishable items ordered in batches," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 72(2), pages 217-247, October.
    9. Pahl, Julia & Voß, Stefan, 2014. "Integrating deterioration and lifetime constraints in production and supply chain planning: A survey," European Journal of Operational Research, Elsevier, vol. 238(3), pages 654-674.
    10. N. Toan & J.-C. Yao, 2014. "Mordukhovich subgradients of the value function to a parametric discrete optimal control problem," Journal of Global Optimization, Springer, vol. 58(3), pages 595-612, March.
    11. A. Krishnamoorthy & Dhanya Shajin & B. Lakshmy, 2016. "On a queueing-inventory with reservation, cancellation, common life time and retrial," Annals of Operations Research, Springer, vol. 247(1), pages 365-389, December.
    12. N. Toan & L. Thuy, 2016. "Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints," Journal of Global Optimization, Springer, vol. 64(3), pages 533-562, March.
    13. Onno Boxma & David Perry & Wolfgang Stadje & Shelley Zacks, 2022. "A compound Poisson EOQ model for perishable items with intermittent high and low demand periods," Annals of Operations Research, Springer, vol. 317(2), pages 439-459, October.
    14. A. Krishnamoorthy & Binitha Benny & Dhanya Shajin, 2017. "A revisit to queueing-inventory system with reservation, cancellation and common life time," OPSEARCH, Springer;Operational Research Society of India, vol. 54(2), pages 336-350, June.
    15. Bakker, Monique & Riezebos, Jan & Teunter, Ruud H., 2012. "Review of inventory systems with deterioration since 2001," European Journal of Operational Research, Elsevier, vol. 221(2), pages 275-284.
    16. Onno Boxma & David Perry & Shelley Zacks, 2015. "A Fluid EOQ Model of Perishable Items with Intermittent High and Low Demand Rates," Mathematics of Operations Research, INFORMS, vol. 40(2), pages 390-402, February.
    17. Serife Ozkar & Agassi Melikov & Janos Sztrik, 2023. "Queueing-Inventory Systems with Catastrophes under Various Replenishment Policies," Mathematics, MDPI, vol. 11(23), pages 1-24, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:165:y:2015:i:3:d:10.1007_s10957-014-0648-x. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.