Necessary optimality conditions in discrete nonsmooth optimal control

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

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.

Original languageEnglish (US)
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages7334-7336
Number of pages3
ISBN (Print)9781612848006
DOIs
StatePublished - 2011
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: Dec 12 2011Dec 15 2011

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Other

Other2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Country/TerritoryUnited States
CityOrlando, FL
Period12/12/1112/15/11

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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