THE MAXIMUM PRINCIPLE RESIDUAL FUNCTIONAL IN OPTIMAL-CONTROL THEORY

被引：0
作者：
SUMIN, MI
机构：
来源：
USSR COMPUTATIONAL MATHEMATICS AND MATHEMATICAL PHYSICS | 1990年 / 30卷 / 04期
关键词：
D O I：
10.1016/0041-5553(90)90053-U
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The possibilities of applying results related to the so-called maximum principle residual functional to justify and design algorithms for solving optimal control problems and discussed. The differential properties of the value function of the optimal control problem are established. A dual method for solving the optimal control problem, based on maximizing the value function of a modified Lagrange functional, is described.
引用
收藏
页码：117 / 129
页数：13
相关论文
共 14 条
[1]  
[Anonymous], 1972, OPTIMAL CONTROL DIFF
[2]  
Bertsekas D. P, 1982, REINFORCEMENT LEARNI
[3]  
Clarke F.H., 1983, OPTIMIZATION NONSMOO
[4]   THE VALUE FUNCTION IN OPTIMAL-CONTROL - SENSITIVITY, CONTROLLABILITY, AND TIME-OPTIMALITY [J].
CLARKE, FH ;
LOEWEN, PD .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1986, 24 (02) :243-263
[5]  
DEMYANOV VF, 1981, NONDIFFERENTIABLE OP
[6]  
Lyubushin A. A., 1979, Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, V19, P1414
[7]  
NOVOZHENOV MM, 1987, UNPUB RES THEORY FUN, P76
[8]  
Rockafellar R.T., 1970, CONVEX ANAL, V2nd
[9]  
SROCHKO VA, 1986, ZH VYCHISL MATEM MAT, V26, P508
[10]  
Sumin M. I., 1987, Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, V27, P163
12