Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems

DOI10.1007/S10898-019-00821-XzbMATH Open1442.49021OpenAlexW2972844625WikidataQ127239064 ScholiaQ127239064MaRDI QIDQ2174274FDOQ2174274

Authors: Alexander Yu. Gornov, Tatiana S. Zarodnyuk, Evgeniya A. Finkelstein, Anton S. Anikin 

Publication date: 21 April 2020

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-019-00821-x

Recommendations

• Publication:4735122
• scientific article; zbMATH DE number 4100507
• scientific article; zbMATH DE number 1460272
• scientific article; zbMATH DE number 3924661
• On extremal solutions to stochastic control problems
• Computational methods of optimal stochastic control. Optimality principle and successive-approximation optimization scheme
• scientific article; zbMATH DE number 4072281
• A Characterization of Approximate Solutions of Multiobjective Stochastic Optimal Control Problems

zbMATH Keywords

nonlinear systemoptimal controlhidden convexityglobal extremum

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Title not available (Why is that?)
• Principles of optimal control theory. Translated from Russian by Karol Makowski. Translation editor Leonard D. Berkovitz
• Optimization and nonsmooth analysis
• Title not available (Why is that?)
• A review of recent advances in global optimization
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some applications of Hamilton-Jacobi inequalities for classical and impulsive optimal control problems
• Title not available (Why is that?)
• A Collection of Test Multiextremal Optimal Control Problems
• Hamilton-Jacobi inequalities and the optimality conditions in the problems of control with common end constraints
• Stochastic global optimization.
• Tunneling Algorithm for Solving Nonconvex Optimal Control Problems

Cited In (2)

• Three search algorithms for three nonconvex optimization problems
• Monowave boundary construction method for the non-convex reachable set of the controlled dynamical system

This page was built for publication: Extension technology and extrema selections in a stochastic multistart algorithm for optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2174274)