Linear-Convex Control and Duality
نویسندگان
چکیده
An optimal control problem with linear dynamics and convex but not necessarily quadratic and possibly infinite-valued or nonsmooth costs can be analyzed in an appropriately formulated duality framework. The paper presents key elements of such a framework, including a construction of a dual optimal control problem, optimality conditions in open loop and feedback forms, and a relationship between primal and dual optimal values. Some results on differentiability and local Lipschitz continuity of the gradient of the optimal value function associated with a convex optimal control problem are included.
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