Necessary Optimality Conditions in Discrete Nonsmooth Optimal Control

Ilya Shvartsman

doi:10.1007/s10957-011-9978-0

Necessary Optimality Conditions in Discrete Nonsmooth Optimal Control

Ilya Shvartsman

School of Science, Engineering & Technology (Harrisburg)

Research output: Contribution to journal › Article › peer-review

Abstract

In this paper, we provide a simple proof of the maximum principle for a nonsmooth discrete-time optimal control problem. The methodology is general and encompasses all generalized derivatives for which the Lagrange multiplier rule and the chain rule hold. This includes, but is not limited to, limiting (Mordukhovich) and Michel-Penot subdifferentials.

Original language	English (US)
Pages (from-to)	578-586
Number of pages	9
Journal	Journal of Optimization Theory and Applications
Volume	153
Issue number	3
DOIs	https://doi.org/10.1007/s10957-011-9978-0
State	Published - Jun 1 2012

All Science Journal Classification (ASJC) codes

Control and Optimization
Management Science and Operations Research
Applied Mathematics

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10.1007/s10957-011-9978-0

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Necessary Optimality Conditions in Discrete Nonsmooth Optimal Control

Abstract

All Science Journal Classification (ASJC) codes

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