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Necessary optimality conditions in discrete nonsmooth optimal control | IEEE Conference Publication | IEEE Xplore

Necessary optimality conditions in discrete nonsmooth optimal control


Abstract:

In this paper we outline a simple proof of the maximum principle for a nonsmooth discrete-time optimal control problem. The methodology is general and encompasses all sub...Show More

Abstract:

In this paper we outline a simple proof of the maximum principle for a nonsmooth discrete-time optimal control problem. The methodology is general and encompasses all subdifferentials for which the Lagrange Multiplier rule and the Chain Rule hold. This includes, but is not limited to, Mordukhovich (limiting), Clarke and Michel-Penot subdifferentials.
Date of Conference: 12-15 December 2011
Date Added to IEEE Xplore: 01 March 2012
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Conference Location: Orlando, FL, USA

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