Convergence properties of an algorithm for solving non-differentiable optimal control problems

DOI10.1080/01630568908816329MaRDI QIDQ4735699zbMATH OpenOpenAlexFDO

Authors Andrzej Stachurski, Yoshiyuki Sakawa

Publication date 1989

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630568908816329

zbMATH Keywords

Pontryagin maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods based on necessary conditions (49M05) Numerical optimization and variational techniques (65K10)

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Cites work

• Convex Analysis
• scientific article; zbMATH DE number 3208497 (Why is no real title available?)
• scientific article; zbMATH DE number 3353830 (Why is no real title available?)
• Lipschitz properties of solutions in mathematical programming
• Local convergence of an algorithm for solving optimal control problems
• Monotone Operators and the Proximal Point Algorithm
• Nonconvex minimization problems
• On an Algorithm for Optimal Control Using Pontryagin’s Maximum Principle
• On global convergence of an algorithm for optimal control
• On the variational principle
• Optimal control of a rotary crane
• Optimal control of container cranes

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(13)

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• On the convergence of the Sakawa-Shindo algorithm in stochastic control
• A new computational algorithm for solving optimal control problems
• Convergence in unconstrained discrete-time differential dynamic programming
• Global convergence of a multidirectional algorithm for unconstrained optimal control problems
• Speed of Convergence and Stopping Rules in an Iterative Planning Procedure for Nonconvex Economies
• scientific article; zbMATH DE number 1054753 (Why is no real title available?)
• Remarks on the algorithm of sakawa for optimal control problems
• Deterministic and stochastic convergence properties of AIMD algorithms with nonlinear back-off functions
• scientific article; zbMATH DE number 1785779 (Why is no real title available?)
• On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control
• A novel approach for solving a class of diffusion identification problems
• The Pontryagin maximum principle for training convolutional neural networks

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