Abstract
This note presents a family of linear maximum principles for the discrete-time optimal control problem, derived from the saddle-point theorem of mathematical programming. Some simple examples illustrate the applicability of the main theoretical results.
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Communicated by D. G. Luenberger
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Valqui Vidal, R.V. On the sufficiency of the linear maximum principle for discrete-time control problems. J Optim Theory Appl 54, 583–589 (1987). https://doi.org/10.1007/BF00940204
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DOI: https://doi.org/10.1007/BF00940204