Nonstandard duality and nonlocal necessary optimality conditions in nonconvex optimal control problems

DOI10.1134/S0005117914110022zbMath1327.49059OpenAlexW1988322582MaRDI QIDQ891618

Vladimir Aleksandrovich Dykhta

Publication date: 17 November 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117914110022

zbMATH Keywords

maximum principlenecessary optimality conditionsnonconvex optimal control problemsnonstandard duality

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46) Duality theory (optimization) (49N15) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (8)

Feedback necessary optimality conditions for a class of terminally constrained state-linear variational problems inspired by impulsive control ⋮ Positional strengthenings of the maximum principle and sufficient optimality conditions ⋮ On feedback strengthening of the maximum principle for measure differential equations ⋮ Sequential improvement method in probabilistic criteria optimization problems for linear-in-state jump diffusion systems ⋮ Positional minimum principle for impulsive processes ⋮ Numeric algorithm for optimal impulsive control based on feedback maximum principle ⋮ Feedback minimum principle: variational strengthening of the concept of extremality in optimal control ⋮ Feedback maximum principle for a class of linear continuity equations inspired by optimal impulsive control

Cites Work

• Pontryagin maximum principle revisited with feedbacks
• Weakly monotone solutions of the Hamilton-Jacobi inequality and optimality conditions with positional controls
• Impulsive optimal control in models of economics and quantum electronics
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