Necessary optimality conditions in discrete nonsmooth optimal control

Ilya Shvartsman

doi:10.1109/CDC.2011.6160458

Necessary optimality conditions in discrete nonsmooth optimal control

Ilya Shvartsman

School of Science, Engineering & Technology (Harrisburg)

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English (US)
Title of host publication	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	7334-7336
Number of pages	3
ISBN (Print)	9781612848006
DOIs	https://doi.org/10.1109/CDC.2011.6160458
State	Published - 2011
Event	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States Duration: Dec 12 2011 → Dec 15 2011

Publication series

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

Other

Other	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Country/Territory	United States
City	Orlando, FL
Period	12/12/11 → 12/15/11

All Science Journal Classification (ASJC) codes

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2011.6160458

Cite this

Shvartsman, I. (2011). Necessary optimality conditions in discrete nonsmooth optimal control. In 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 (pp. 7334-7336). Article 6160458 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2011.6160458

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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.",

author = "Ilya Shvartsman",

year = "2011",

doi = "10.1109/CDC.2011.6160458",

language = "English (US)",

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series = "Proceedings of the IEEE Conference on Decision and Control",

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booktitle = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011",

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note = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 ; Conference date: 12-12-2011 Through 15-12-2011",

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Shvartsman, I 2011, Necessary optimality conditions in discrete nonsmooth optimal control. in 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011., 6160458, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 7334-7336, 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011, Orlando, FL, United States, 12/12/11. https://doi.org/10.1109/CDC.2011.6160458

Necessary optimality conditions in discrete nonsmooth optimal control. / Shvartsman, Ilya.
2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. Institute of Electrical and Electronics Engineers Inc., 2011. p. 7334-7336 6160458 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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Necessary optimality conditions in discrete nonsmooth optimal control

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All Science Journal Classification (ASJC) codes

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