Adjoint variables to optimal control problems

MaRDI QIDQ5754187zbMATH OpenFDO

Authors N. N. Subbotina

Publication date 21 August 2007

Full work available at URL http://mathnet.ru/eng/timm/v10/i2/p131

zbMATH Keywords

Bolza payoff functionalnonlinear control problemsPontryagin maximum principlevariational ODEs

Mathematics Subject Classification ID

Control problems involving ordinary differential equations (34H05) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20)

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Cited in

(4)

• Zur Stetigkeit der Lösung der adjungierten Gleichung bei Aufgaben der optimalen Steuerung mit Zustandsbeschränkungen. (The continuity of the solution of the adjoint equation in optimal control problems with state restrictions)
• The Relationship Between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities
• Adjoint equations and perturbation algorithms in the optimal trajectory problem
• Adjoint variable solutions via an auxiliary optimization problem

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