scientific article; zbMATH DE number 4098157

MaRDI QIDQ3824948zbMATH OpenFDO

Authors R. T. Rockafellar

Publication date 1988

Mathematics Subject Classification ID

Optimality conditions for minimax problems (49K35) Duality theory (optimization) (49N15) Convex programming (90C25) Discrete-time control/observation systems (93C55)

Recommendations

• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• Discrete-time control in mathematical programming problems dual to successive optimization problems
• Strong Lagrange duality and the maximum principle for nonlinear discrete time optimal control problems
• A variational approach to the discrete maximum principle
• Linear-Quadratic Programming and Optimal Control

Cited in

(9)

• Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
• Discrete Multistage Optimization and Hierarchical Market
• The stagewise Kuhn-Tucker condition and differential dynamic programming
• Discontinuous optimization in a class of multi-stage production systems
• Consistency of Primal-Dual Approximations for Convex Optimal Control Problems
• Strong Lagrange duality and the maximum principle for nonlinear discrete time optimal control problems
• Discrete-time control in mathematical programming problems dual to successive optimization problems
• Solving problems in convex optimal control by progressive decoupling in the dynamics
• Engineering applications of discrete time optimal control

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