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Springer-Verlag, BerlinOver 10 million scientific documents at your fingertipsShapiro A, Bonnans JF (1992) Sensitivity analysis of parametrized programs under cone constraints. Discrete Time Optimal Control 2 2. Can't sign in?
1. Optimal Control Theory From a general perspective, an optimal control problem is an optimization problem. 4.2 Weighted time-energy-optimal control Habilitationsschrift, Universität BayreuthOutrata JV, Schindler Z (1981) An augmented Lagrangian method for a class of convex optimal control problems.
Analytic techniques for solving optimal control problems involve finding the necessary conditions for optimality, usually by means of calculus of variations [1, 2]. 2 Optimal control problems with fixed-final-time In most books [1] [2], it is free- nal-time problem that being tackled rst to derive the necessary conditions for optimal control. Selected Problems in Optimal Control SF2852 2013 Optimization and Systems Theory Department of Mathematics Royal Institute of Technology Stockholm, Sweden Contents 1. J.
Problems Control Inform Theory 10:67–81Ioffe AD (1979) Necessary and sufficient conditions for a local minimum. Numerical strategies yielding a fast and accurate representation of this Pareto set are highly desirable to allow real-time decision making [ 2,3 ]. However, for numerical methods, xed- nal-time problems are the general The difference between the two is that, in optimal control theory, the optimizer is a function, not just a single value. SIAM J Control Optim 17:321–337Systems Research Institute, Polish Academy of Sciences, ul. Solutions to optimal control problems can be found using many different techniques.
The technical
Lecture Notes in Control and Informations Sciences, vol 52. Sufficient conditions are formulated under which the solutions and the associated Lagrange multipliers are locally Lipschitz continuous and directionally differentiable functions of the parameter. Search for more papers by this author. SIAM J Control Optim 17:266–288Ioffe AD, Tihomirov VM (1979) Theory of Extremal Problems. E-mail address: langholz@eng.tau.ac.il. Springer-Verlag, BerlinMignot F (1976) Contrôl dans les inéquations variationelles. In this paper we develop a new approach that allows the formulation of some nonlinear optimal control problems whose solution can be stated explicitly as a state‐feedback controller. Arch Autom Telemech 23:227–242Dontchev AL (1983) Perturbations, Approximations and Sensitivity Analysis of Optimal Control Systems. .4n,u,1 0/ Ecimontic and Social .tleosiireownt 3.
Copyright © 2001 John Wiley & Sons, Ltd.Department of Electrical Engineering ‐ Systems, Tel Aviv University, Tel Aviv 69978, Israel Several books in the area are: Arrow and Kurz (1970), Hadley and Kemp (1971), Takayama