Bilevel Optimal Control With Final-State-Dependent Finite-Dimensional Lower Level

نویسندگان

  • F. Benita
  • Patrick Mehlitz
چکیده

In this paper we discuss special bilevel optimal control problems where the upper level problem is an optimal control problem of ODEs with control and terminal constraints and the lower level problem is a finite-dimensional parametric optimization problem where the parameter is the final state of the state variable of the upper level. We tackle this problem using tools of nonsmooth analysis, optimization in Banach spaces and bilevel programming to derive a necessary optimality condition of linearized Pontryagin-type.

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bilevel Optimal Control Problems with Pure State Constraints and Finite-dimensional Lower Level

This paper focuses on the development of optimality conditions for a bilevel optimal control problem with pure state constrains in the upper level and a finite-dimensional parametric optimization problem in the lower level. After transforming the problem into an equivalent single-level problem we concentrate on the derivation of a necessary optimality condition of Pontryagin-type. We point out ...

متن کامل

Runge-Kutta Schemes for Numerical Discretization of Bilevel Optimal Control Problems

In this paper we consider the discretization of bilevel optimal control problems by s-stage RungeKutta schemes. Bilevel optimal control problem belong to the class of dynamic or differential games as they are the time-dependent counterpart of finite bilevel optimization problems. The analysis of the Runge–Kutta schemes presented in this paper is based on the continuous optimality system which i...

متن کامل

Robust Optimization of Dynamic Systems

This thesis is about robust optimization, a class of mathematical optimization problems which arise frequently in engineering applications, where unknown process parameters and unpredictable external influences are present. Especially, if the uncertainty enters via a nonlinear differential equation, the associated robust counterpart problems are challenging to solve. The aim of this thesis is t...

متن کامل

Optimal Strategies for Bilevel Dynamic Problems∗

In this paper we study the bilevel dynamic problem, which is a hierarchy of two dynamic optimization problems, where the constraint region of the upper level problem is determined implicitly by the solutions to the lower level optimal control problem. To obtain optimality conditions, we reformulate the bilevel dynamic problem as a single level optimal control problem that involves the value fun...

متن کامل

The Elevator Dispatching Problem

In this paper, we formulate the elevator dispatching problem as a stochastic bilevel optimization problem, where a group of elevators serves a set of transportation requests. In the upper level, the requests are assigned to the elevators. In the lower level, the route for each elevator is solved separately. The lower level problem predicts the optimal system state for a finite planning horizon ...

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

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

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 26  شماره 

صفحات  -

تاریخ انتشار 2016