Relaxation of optimal control problems to equivalent convex programs

DOI10.1016/0022-247X(80)90143-2MaRDI QIDQ1144262zbMATH OpenFDO

Authors R. M. Lewis, Richard B. Vinter

Publication date 1980

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(80)90143-2

zbMATH Keywords

convexitydynamic programming typerelaxation of optimal control problems

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Methods involving semicontinuity and convergence; relaxation (49J45) Optimality conditions for problems involving ordinary differential equations (49K15) Convex programming (90C25)

Cites work

• A Necessary and Sufficient Condition for Optimality of Dynamic Programming Type, Making No a Priori Assumptions on the Controls
• A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming
• Extremal points and optimal control theory
• Generalized Curves and Extremal Points
• Generalized surfaces in the calculus of variations
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3234211 (Why is no real title available?)
• scientific article; zbMATH DE number 3283642 (Why is no real title available?)
• scientific article; zbMATH DE number 3383043 (Why is no real title available?)
• scientific article; zbMATH DE number 3394474 (Why is no real title available?)
• scientific article; zbMATH DE number 3400017 (Why is no real title available?)
• New Representation Theorems for Consistent Flows
• On sensitivity in an optimal control problem
• Relaxed Controls and Variational Problems
• Sufficient Conditions for Optimality and the Justification of the Dynamic Programming Method
• The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control

Cited in

(17)

• A supporting hyperplane derivation of the Hamilton-Jacobi-Bellman equation of dynamic programming
• Control and optimal stopping mean field games: a linear programming approach
• The large time profile for Hamilton-Jacobi-Bellman equations
• Bounding extreme events in nonlinear dynamics using convex optimization
• Computing controlled invariant sets from data using convex optimization
• Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption
• scientific article; zbMATH DE number 7689517 (Why is no real title available?)
• Conic linear optimization for computer-assisted proofs. Abstracts from the workshop held April 10--16, 2022
• Symmetry reduction and recovery of trajectories of optimal control problems via measure relaxations
• Trajectory generation for the unicycle model using semidefinite relaxations
• Peak estimation of rational systems using convex optimization
• Approximation of deterministic mean field games with control-affine dynamics
• Peak estimation of hybrid systems with convex optimization
• Polynomial optimization for nonlinear dynamics: theory, algorithms and applications. Abstracts from the workshop held July 28 -- August 2, 2024
• The gap between a variational problem and its occupation measure relaxation
• Unsafe probabilities and risk contours for stochastic processes using convex optimization
• On some generalization of bang-bang control

This page was built for publication: Relaxation of optimal control problems to equivalent convex programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1144262)