First Order Conditions for Nonsmooth Discretized Constrained Optimal Control Problems
نویسنده
چکیده
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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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 42 شماره
صفحات -
تاریخ انتشار 2004