Convergence properties of an algorithm for solving non-differentiable optimal control problems

DOI10.1080/01630568908816329MaRDI QIDQ4735699zbMATH OpenOpenAlexFDO

Authors Andrzej Stachurski, Yoshiyuki Sakawa

Publication date 1989

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

Full work available at URL https://doi.org/10.1080/01630568908816329

zbMATH Keywords

Pontryagin maximum principle

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods based on necessary conditions (49M05)

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Cites work

• scientific article; zbMATH DE number 3208497 (Why is no real title available?)
• scientific article; zbMATH DE number 3353830 (Why is no real title available?)
• Convex Analysis
• Lipschitz properties of solutions in mathematical programming
• Local convergence of an algorithm for solving optimal control problems
• Monotone Operators and the Proximal Point Algorithm
• Nonconvex minimization problems
• On an Algorithm for Optimal Control Using Pontryagin’s Maximum Principle
• On global convergence of an algorithm for optimal control
• On the variational principle
• Optimal control of a rotary crane
• Optimal control of container cranes

Cited in

(10)

• Speed of Convergence and Stopping Rules in an Iterative Planning Procedure for Nonconvex Economies
• Deterministic and stochastic convergence properties of AIMD algorithms with nonlinear back-off functions
• On the convergence of the Sakawa-Shindo algorithm in stochastic control
• A new computational algorithm for solving optimal control problems
• On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control
• scientific article; zbMATH DE number 1785779 (Why is no real title available?)
• scientific article; zbMATH DE number 425620 (Why is no real title available?)
• Convergence in unconstrained discrete-time differential dynamic programming
• Remarks on the algorithm of sakawa for optimal control problems
• Global convergence of a multidirectional algorithm for unconstrained optimal control problems

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