Imbedding the Multiplier in a Discretized Optimal Control Problem With Real Coefficients Via the Penalty and Multiplier Methods

DOI10.3844/jmssp.2010.23.27zbMath1190.49042MaRDI QIDQ3564710

O. T. Olotu

Publication date: 26 May 2010

Published in: Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.scipub.org/scipub/ab_issue.php?pg_no=23-27&j_id=jms2&art_no=267&issue_no=22

zbMATH Keywords

bilinear form; multiplier; penalty; associated operator; discretized quadratic optimal control problem

Mathematics Subject Classification ID

90C20: Quadratic programming

49N10: Linear-quadratic optimal control problems

34H05: Control problems involving ordinary differential equations

49M25: Discrete approximations in optimal control