The Approximate Maximum Principle in Constrained Optimal Control

DOI10.1137/S0363012903433012MaRDI QIDQ4652572zbMATH OpenFDO

Authors Boris S. Mordukhovich, Ilya Shvartsman

Publication date 28 February 2005

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S0363012903433012

zbMATH Keywords

approximate maximum principlediscrete approximationslower and upper subgradientsnonsmooth and variational analysisoptimal controlstability under perturbationstime delays

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Set-valued and variational analysis (49J53) Optimality conditions for problems involving ordinary differential equations (49K15) Discrete approximations in optimal control (49M25) Discrete-time control/observation systems (93C55)

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• Dynamic programming and Lagrange multipliers for active relaxation of resources in nonlinear non-equilibrium systems

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