First Order Conditions for Nonsmooth Discretized Constrained Optimal Control Problems
نویسندگان
چکیده
منابع مشابه
First Order Conditions for Nonsmooth Discretized Constrained Optimal Control Problems
This paper studies first order conditions (Karush–Kuhn–Tucker conditions) for discretized optimal control problems with nonsmooth constraints. We present a simple condition which can be used to verify that a local optimal point satisfies the first order conditions and that a point satisfying the first order conditions is a global or local optimal solution of the optimal control problem.
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2004
ISSN: 0363-0129,1095-7138
DOI: 10.1137/s0363012902414160