The approximate maximum principle for constrained control systems

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2002, Pages 4345-4350

  Mordukhovich, Boris S ^a   Shvartsman, Ilya ^a  

^a WAYNE STATE UNIVERSITY   (United States)

Author keywords

Approximate maximum principle; Discrete time systems; Optimal control

Indexed keywords

APPROXIMATION THEORY; CONSTRAINT THEORY; DIFFERENTIAL EQUATIONS; DISCRETE TIME CONTROL SYSTEMS; HAMILTONIANS; MAXIMUM PRINCIPLE; NUMERICAL METHODS; OPTIMIZATION; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS); SYSTEM STABILITY;

APPROXIMATE MAXIMUM PRINCIPLE; DISCRETIZED SYSTEMS; HAMILTONIAN-PONTRYAGIN FUNCTION; SUPER DIFFERENTIAL FORM;

OPTIMAL CONTROL SYSTEMS;

EID: 0036995150     PISSN: 01912216     EISSN: None     Source Type: Journal    
DOI: 10.1109/CDC.2002.1185055     Document Type: Article

References (7)

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2. B. S. Mordukhovich, “Maximum principle in problems of time optimal control with nonsmooth constraints,” J. Appl. Math. Mech., vol. 40 (1976), pp. 960-969.
3. B. S. Mordukhovich, “Approximate maximum principle for finite-difference control systems,” USSR Comp. Math. Math. Phys., vol. 28 (1988), pp. 106-114.
4. B. S. Mordukhovich and I. Shvartsman, “Discrete maximum principle for nonsmooth optimal control problems with delays,” Cybernetics and System Analysis, No. 2, 2002, pp. 123-133.
5. R. T. Rockafellar and R. J.-B. Wets, Variational Analysis, Springer, Berlin, 1998.
6. R. Vinter, Optimal Control, Birkhäuser, Boston, 2000.
7. J. Warga, Optimal Control of Differential and Functional Differential Equations, Academic Press, New York, 1972.