First-order strong variation algorithm for optimal control problems involving parabolic systems

DOI10.1080/01630568208816136zbMath0503.49015MaRDI QIDQ3969454

D. W. Reid, Kok Lay Teo

Publication date: 1982

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630568208816136

zbMATH Keywords

minimization of a linear cost functional; necessary extremality condition; parabolic equation with control in the coefficients

Mathematics Subject Classification ID

49K20: Optimality conditions for problems involving partial differential equations

65K10: Numerical optimization and variational techniques

49M05: Numerical methods based on necessary conditions

93C20: Control/observation systems governed by partial differential equations

Related Items

Optimal control problem governed by semilinear parabolic equation and its algorithm, Optimal control computation for parabolic systems with boundary conditions involving time delays, Convergence of a strong variational algorithm for relaxed controls involving a distributed optimal control problem of parabolic type¹

Cites Work

• Measurable multifunctions, selectors, and Filippov's implicit functions lemma
• Stochastic optimal control theory and its computational methods
• Optimal feedback control for a class of stochastic systems
• Relaxed Controls and the Convergence of Optimal Control Algorithms
• Steepest Descent with Relaxed Controls
• Optimal Control of Partially Observable Diffusions
• Equivalent Norms for Sobolev Spaces