Second Order Sufficiency Criteria for a Discrete Optimal Control Problem

In this work, we derive second order necessary and sufficient optimality conditions for a discrete optimal control problem with one variable endpoint and the other fixed, and with equality control constraints. In particular, the positivity of the second variation, which is a discrete quadratic functional with appropriate boundary conditions, is characterized in terms of the nonexistence of intervals conjugate to 0, the existence of a certain conjoined basis of the associated linear Hamiltonian difference system, or the existence of a symmetric solution to the implicit and explicit Riccati matrix equations. Some results require a certain minimal normality assumption, and are derived using the sensitivity analysis technique.

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