Relaxation of optimal control problems to equivalent convex programs

DOI10.1016/0022-247X(80)90143-2zbMath0443.49015MaRDI QIDQ1144262

Richard B. Vinter, R. M. Lewis

Publication date: 1980

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

convexity; dynamic programming type; relaxation of optimal control problems

Mathematics Subject Classification ID

90C25: Convex programming

49J45: Methods involving semicontinuity and convergence; relaxation

49J15: Existence theories for optimal control problems involving ordinary differential equations

49K15: Optimality conditions for problems involving ordinary differential equations

Related Items

On some generalization of bang-bang control, A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming
• Extremal points and optimal control theory
• On sensitivity in an optimal control problem
• Generalized surfaces in the calculus of variations
• Generalized Curves and Extremal Points
• New Representation Theorems for Consistent Flows
• A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls
• The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control
• Sufficient Conditions for Optimality and the Justification of the Dynamic Programming Method
• Relaxed Controls and Variational Problems