• DocumentCode
    3426348
  • Title

    Necessary optimality conditions in discrete nonsmooth optimal control

  • Author

    Shvartsman, Ilya

  • Author_Institution
    Dept. of Math. & Comput. Sci., Penn State Harrisburg, Middletown, PA, USA
  • fYear
    2011
  • fDate
    12-15 Dec. 2011
  • Firstpage
    7334
  • Lastpage
    7336
  • Abstract
    In this paper we outline a simple proof of the maximum principle for a nonsmooth discrete-time optimal control problem. The methodology is general and encompasses all subdifferentials for which the Lagrange Multiplier rule and the Chain Rule hold. This includes, but is not limited to, Mordukhovich (limiting), Clarke and Michel-Penot subdifferentials.
  • Keywords
    discrete time systems; optimal control; Chain rule; Clarke subdifferential; Lagrange multiplier rule; Michel-Penot subdifferential; Mordukhovich subdifferential; maximum principle; nonsmooth discrete-time optimal control problem; optimality conditions; Approximation methods; Conferences; Equations; Limiting; Optimal control; Optimization; Trajectory; Nonsmooth optimal control; necessary optimality conditions; subdifferential;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
  • Conference_Location
    Orlando, FL
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-61284-800-6
  • Electronic_ISBN
    0743-1546
  • Type

    conf

  • DOI
    10.1109/CDC.2011.6160458
  • Filename
    6160458
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3426348