State Constraints in Convex Control Problems of Bolza

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bolza Problems with General Time Constraints

This work provides necessary conditions for optimality in problems of optimal control expressed as instances of the Generalized Problem of Bolza, with the added feature that the fundamental planning interval is allowed to vary. A central product of the analysis is a generalization of the conservation-of-Hamiltonian condition for problems on either fixed or variable intervals. The results allow ...

متن کامل

Numerical Solution of Optimal Control Problems with Convex Control Constraints

We study optimal control problems with vector-valued controls. As model problem serves the optimal distributed control of the instationary Navier-Stokes equations. In the article, we propose a solution strategy to solve optimal control problems with pointwise convex control constraints. It involves a SQP-like step with an imbedded active-set algorithm. The efficiency of that method is demonstra...

متن کامل

Existence Theorems for General Control Problems of Bolza and Lagrange

The existence of solutions is established for a very general class of problems in the calculus of variations and optimal control involving ordinary differential equations or contingent equations. The theorems, while relatively simple to state, cover, besides the more classical cases, problems with considerably weaker assumptions of continuity or boundedness. For example, the cost functional may...

متن کامل

Duality in Convex Problems of Bolza over Functions of Bounded Variation

This paper studies fully convex problems of Bolza in the conjugate duality framework of Rockafellar. We parameterize the problem by a general Borel measure which has a direct interpretation in certain problems of financial economics. We derive a dual representation for the optimal value function in terms of continuous dual trajectories and we give conditions for the existence of solutions. Comb...

متن کامل

Two-Level Optimization Problems with Infinite Number of Convex Lower Level Constraints

‎This paper proposes a new form of optimization problem which is a two-level programming problem with infinitely many lower level constraints‎. ‎Firstly‎, ‎we consider some lower level constraint qualifications (CQs) for this problem‎. ‎Then‎, ‎under these CQs‎, ‎we derive formula for estimating the subdifferential of its valued function‎. ‎Finally‎, ‎we present some necessary optimality condit...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: SIAM Journal on Control

سال: 1972

ISSN: 0036-1402

DOI: 10.1137/0310051