On difference approximations of optimal control systems
From MaRDI portal
Publication:1258090
DOI10.1016/0021-8928(78)90113-2zbMath0407.49020OpenAlexW1530205816MaRDI QIDQ1258090
Publication date: 1979
Published in: Journal of Applied Mathematics and Mechanics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0021-8928(78)90113-2
Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25)
Related Items (16)
On the no-gap second-order optimality conditions for a discrete optimal control problem with mixed constraints ⋮ Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints ⋮ Euler appoximation of the feasible set ⋮ Generalized differentiation of a class of normal cone operators and sensitivity of optimal control problems ⋮ The Mordukhovich coderivative and the local metric regularity of the solution map to a parametric discrete optimal control problem ⋮ Error Estimates for the Euler Discretization of an Optimal Control Problem with First-Order State Constraints ⋮ Euler discretization and inexact restoration for optimal control ⋮ Epi-convergent discretizations of multistage stochastic programs via integration quadratures ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Mixed Control-State Constraints ⋮ Subgradients of value functions in parametric dynamic programming ⋮ Mordukhovich subgradients of the value function to a parametric discrete optimal control problem ⋮ Convergence Analysis for Approximations of Optimal Control Problems Subject to Higher Index Differential-Algebraic Equations and Pure State Constraints ⋮ The Lipschitz properties of the value function and the solution map to a parametric discrete optimal control problem ⋮ Subgradients of the Value Function via Multiplier Sets of Parametric Convex Discrete Optimal Control Problems ⋮ Relaxation and well-posedness of nonlinear optimal processes ⋮ Second-order necessary optimality conditions for a discrete optimal control problem
Cites Work
- Maximum principle in the problem of time optimal response with nonsmooth constraints
- Optimization of linear systems by the methods of functional analysis
- DUALITY OF CONVEX FUNCTIONS AND EXTREMUM PROBLEMS
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: On difference approximations of optimal control systems