An exact l1 penalty function method for a multitime control optimization problem with data uncertainty

DOI10.1002/oca.2634zbMath1469.93014OpenAlexW3044692847MaRDI QIDQ5003619

Manuel Arana-Jiménez, Anurag Jayswal, Preeti

Publication date: 22 July 2021

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2634

zbMATH Keywords

robust optimal solutionexact \(l_1\)penalty function methodmultitime control optimization problem

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Control/observation systems governed by partial differential equations (93C20) Existence theories for optimal control problems involving partial differential equations (49J20)

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Robust duality for the uncertain multitime control optimization problems ⋮ Robust approach for uncertain multi-dimensional fractional control optimization problems ⋮ Robust penalty function method for an uncertain multi-time control optimization problems ⋮ Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity

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