Relaxation of optimal control problems to equivalent convex programs
DOI10.1016/0022-247X(80)90143-2zbMATH Open0443.49015MaRDI QIDQ1144262FDOQ1144262
Authors: R. M. Lewis, Richard B. Vinter 
Publication date: 1980
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Convex programming (90C25) Existence theories for optimal control problems involving ordinary differential equations (49J15) Methods involving semicontinuity and convergence; relaxation (49J45) Optimality conditions for problems involving ordinary differential equations (49K15)
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Cited In (13)
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- Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
- Computing controlled invariant sets from data using convex optimization
- Control and optimal stopping mean field games: a linear programming approach
- Conic linear optimization for computer-assisted proofs. Abstracts from the workshop held April 10--16, 2022
- On some generalization of bang-bang control
- A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming
- Symmetry reduction and recovery of trajectories of optimal control problems via measure relaxations
- Bounding extreme events in nonlinear dynamics using convex optimization
- Peak estimation of rational systems using convex optimization
- Trajectory generation for the unicycle model using semidefinite relaxations
- Approximation of deterministic mean field games with control-affine dynamics
- The large time profile for Hamilton-Jacobi-Bellman equations
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