Necessary optimality conditions in discrete nonsmooth optimal control
From MaRDI portal
Publication:438783
DOI10.1007/S10957-011-9978-0zbMath1251.49030OpenAlexW3170746564MaRDI QIDQ438783
Publication date: 31 July 2012
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-011-9978-0
Nonsmooth analysis (49J52) Optimality conditions for problems involving relations other than differential equations (49K21)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Necessary optimality conditions in discrete nonsmooth optimal control
- Some finance problems solved with nonsmooth optimization techniques
- Mathematical analysis of investment systems
- New approximation method in the proof of the Maximum Principle for nonsmooth optimal control problems with state constraints
- Discrete maximum principle for nonsmooth optimal control problems with delays
- A Lagrange multiplier rule with small convex-valued subdifferentials for nonsmooth problems of mathematical programming involving equality and nonfunctional constraints
- A simple `finite approximations' proof of the Pontryagin maximum principle under reduced differentiability hypotheses
- On the necessary condition for optimal control of nonlinear systems
- Optimal Control Problems with Mixed Constraints
- Optimization and nonsmooth analysis
- Variational Analysis and Generalized Differentiation I
- Discrete Approximations and Refined Euler–Lagrange Conditions for Nonconvex Differential Inclusions
- Optimal control
This page was built for publication: Necessary optimality conditions in discrete nonsmooth optimal control
