An approximate maximum principle for finite-difference control systems
From MaRDI portal
Publication:3198437
DOI10.1016/0041-5553(88)90229-7zbMath0713.49037OpenAlexW2042465785MaRDI QIDQ3198437
Publication date: 1988
Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0041-5553(88)90229-7
Numerical optimization and variational techniques (65K10) Discrete approximations in optimal control (49M25) Optimality conditions for problems involving ordinary differential equations (49K15)
Related Items
Dynamic programming and Lagrange multipliers for active relaxation of resources in nonlinear non-equilibrium systems ⋮ On the theory of necessary optimality conditions in discrete systems ⋮ First and second order necessary optimality conditions for a discrete-time optimal control problem with a vector-valued objective function ⋮ Necessary first- and second-order optimality conditions in discrete systems with a delay in control ⋮ Mathematical programs with blocks of vanishing constraints arising in discretized mixed-integer optimal control problems ⋮ On necessary optimality conditions in discrete control systems ⋮ Optimal control of difference, differential, and differential-difference inclusions