A New Discrete Analogue of Pontryagin’s Maximum Principle

Mısır J. Mardanov, T. K. Melikov · Doklady Mathematics · 2018

By introducing the concept of a γ-convex set, a new discrete analogue of Pontryagin’s maximum principle is obtained. By generalizing the concept of the relative interior of a set, an equality-type optimality condition is proved, which is called by the authors the Pontryagin equation.

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