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Subgradients of the optimal value function in a parametric discrete optimal control problem
| 1. | Department of Mathematics, Vinh University, Vinh, Nghe An, Vietnam |
| 2. | Department of Applied Mathematics, National Sun Yat-sen University, Kaohsiung 804, Taiwan |
| [1] |
Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman. Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time. Discrete & Continuous Dynamical Systems - B, 2019, 24 (4) : 1743-1767. doi: 10.3934/dcdsb.2018235 |
| [2] |
Vladimir Gaitsgory, Alex Parkinson, Ilya Shvartsman. Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time. Discrete & Continuous Dynamical Systems - B, 2017, 22 (10) : 3821-3838. doi: 10.3934/dcdsb.2017192 |
| [3] |
V.N. Malozemov, A.V. Omelchenko. On a discrete optimal control problem with an explicit solution. Journal of Industrial & Management Optimization, 2006, 2 (1) : 55-62. doi: 10.3934/jimo.2006.2.55 |
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Luke Finlay, Vladimir Gaitsgory, Ivan Lebedev. Linear programming solutions of periodic optimization problems: approximation of the optimal control. Journal of Industrial & Management Optimization, 2007, 3 (2) : 399-413. doi: 10.3934/jimo.2007.3.399 |
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Piermarco Cannarsa, Hélène Frankowska, Elsa M. Marchini. On Bolza optimal control problems with constraints. Discrete & Continuous Dynamical Systems - B, 2009, 11 (3) : 629-653. doi: 10.3934/dcdsb.2009.11.629 |
| [6] |
Galina Kurina, Sahlar Meherrem. Decomposition of discrete linear-quadratic optimal control problems for switching systems. Conference Publications, 2015, 2015 (special) : 764-774. doi: 10.3934/proc.2015.0764 |
| [7] |
Elimhan N. Mahmudov. Optimal control of second order delay-discrete and delay-differential inclusions with state constraints. Evolution Equations & Control Theory, 2018, 7 (3) : 501-529. doi: 10.3934/eect.2018024 |
| [8] |
Yuefen Chen, Yuanguo Zhu. Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems. Journal of Industrial & Management Optimization, 2018, 14 (3) : 913-930. doi: 10.3934/jimo.2017082 |
| [9] |
Jiongmin Yong. A deterministic linear quadratic time-inconsistent optimal control problem. Mathematical Control & Related Fields, 2011, 1 (1) : 83-118. doi: 10.3934/mcrf.2011.1.83 |
| [10] |
Peter I. Kogut. On approximation of an optimal boundary control problem for linear elliptic equation with unbounded coefficients. Discrete & Continuous Dynamical Systems - A, 2014, 34 (5) : 2105-2133. doi: 10.3934/dcds.2014.34.2105 |
| [11] |
Hang-Chin Lai, Jin-Chirng Lee, Shuh-Jye Chern. A variational problem and optimal control. Journal of Industrial & Management Optimization, 2011, 7 (4) : 967-975. doi: 10.3934/jimo.2011.7.967 |
| [12] |
Rein Luus. Optimal control of oscillatory systems by iterative dynamic programming. Journal of Industrial & Management Optimization, 2008, 4 (1) : 1-15. doi: 10.3934/jimo.2008.4.1 |
| [13] |
IvÁn Area, FaÏÇal NdaÏrou, Juan J. Nieto, Cristiana J. Silva, Delfim F. M. Torres. Ebola model and optimal control with vaccination constraints. Journal of Industrial & Management Optimization, 2018, 14 (2) : 427-446. doi: 10.3934/jimo.2017054 |
| [14] |
Maria do Rosário de Pinho, Ilya Shvartsman. Lipschitz continuity of optimal control and Lagrange multipliers in a problem with mixed and pure state constraints. Discrete & Continuous Dynamical Systems - A, 2011, 29 (2) : 505-522. doi: 10.3934/dcds.2011.29.505 |
| [15] |
Georg Vossen, Torsten Hermanns. On an optimal control problem in laser cutting with mixed finite-/infinite-dimensional constraints. Journal of Industrial & Management Optimization, 2014, 10 (2) : 503-519. doi: 10.3934/jimo.2014.10.503 |
| [16] |
Jan-Hendrik Webert, Philip E. Gill, Sven-Joachim Kimmerle, Matthias Gerdts. A study of structure-exploiting SQP algorithms for an optimal control problem with coupled hyperbolic and ordinary differential equation constraints. Discrete & Continuous Dynamical Systems - S, 2018, 11 (6) : 1259-1282. doi: 10.3934/dcdss.2018071 |
| [17] |
Xiaoxi Li, Marc Quincampoix, Jérôme Renault. Limit value for optimal control with general means. Discrete & Continuous Dynamical Systems - A, 2016, 36 (4) : 2113-2132. doi: 10.3934/dcds.2016.36.2113 |
| [18] |
J. Alberto Conejero, Marko Kostić, Pedro J. Miana, Marina Murillo-Arcila. Distributionally chaotic families of operators on Fréchet spaces. Communications on Pure & Applied Analysis, 2016, 15 (5) : 1915-1939. doi: 10.3934/cpaa.2016022 |
| [19] |
Ellina Grigorieva, Evgenii Khailov, Andrei Korobeinikov. An optimal control problem in HIV treatment. Conference Publications, 2013, 2013 (special) : 311-322. doi: 10.3934/proc.2013.2013.311 |
| [20] |
Qiying Hu, Wuyi Yue. Optimal control for resource allocation in discrete event systems. Journal of Industrial & Management Optimization, 2006, 2 (1) : 63-80. doi: 10.3934/jimo.2006.2.63 |
2018 Impact Factor: 1.025
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