| Title:
|
On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models (English) |
| Author:
|
Outrata, Jiří V. |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
23 |
| Issue:
|
1 |
| Year:
|
1987 |
| Pages:
|
54-66 |
| . |
| Category:
|
math |
| . |
| MSC:
|
49A52 |
| MSC:
|
49J27 |
| MSC:
|
65K10 |
| MSC:
|
90A14 |
| MSC:
|
90C48 |
| MSC:
|
93B40 |
| idZBL:
|
Zbl 0617.65062 |
| idMR:
|
MR883907 |
| . |
| Date available:
|
2009-09-24T17:58:07Z |
| Last updated:
|
2012-06-05 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/124767 |
| . |
| Reference:
|
[1] F. H. Clarke: The maximum principle under minimal hypotheses.SIAM J. Control 14 (1976), 1078-1091. Zbl 0344.49009, MR 0415453 |
| Reference:
|
[2] F. H. Clarke: Optimization and Nonsmooth Analysis.Wiley, New York 1983. Zbl 0582.49001, MR 0709590 |
| Reference:
|
[3] G. Feichtinger, M. Luptáčik: Optimal Employment and Wage Policies of a Monopolistic Firm.Research Report No. 62, Inst, for Econometrics and Oper. Res., TU Vienna 1983. |
| Reference:
|
[4] R. F. Hartl, S. P. Sethi: Optimal control problems with differential inclusions: Sufficiency conditions and an application to a production-inventory model.Optimal Control Appl. and Methods 5 (1984), 289-307. Zbl 0553.49013, MR 0769252 |
| Reference:
|
[5] A. D. Ioffe: Necessary and sufficient condition for a local minimum.2: Conditions of Levitin-Miljutin-Osmolovskii type. SIAM J. Control Optim. 17 (1979), 251 - 265. MR 0525026 |
| Reference:
|
[6] CI. Lemarechal J. J. Strodiot, A. Bihain: On a Bundle Algorithm for Nonsmooth Optimization.NPS 4, Madison 1980. |
| Reference:
|
[7] J. V. Outrata: On a class of nonsmooth optimal control problems.Appl. Math. Optim. 10 (1983), 287-306. Zbl 0524.49021, MR 0713480 |
| Reference:
|
[8] J. V. Outrata: Minimization of nonsmooth nonregular functions: Application to discrete-time optimal control problems.Problems Control Inform. Theory 13 (1984), 6, 413-424. Zbl 0573.49019, MR 0782437 |
| Reference:
|
[9] J. V. Outrata, Z. Schindler: On some nondifferentiable problems in optimal control.In: Nondifferentiable Optimization: Motivations and Applications - Proceedings, Sopron, Hungary, 1984 (Demyanov, Pallaschke, eds.), Lecture Notes in Econ. Math. Systems 255, Springer-Verlag, Berlin-Heidelberg-New York-Tokio 1985, pp. 118-128. MR 0822009 |
| Reference:
|
[10] J. V. Outrata, J. Jarušek: Exact penalties with Sobolev norms in optimal control.Preprints of the Workshop ,,Mathematical Programming - Theory and Applications'' held at Wartburg, November 1984. MR 0795002 |
| Reference:
|
[11] E. Polak: Computational Methods in Optimization.Academic Press, New York 1971. MR 0282511 |
| Reference:
|
[12] E. H. Zarantonello: Projections on convex sets in Hilbert space and spectral theory.In: Contributions to Nonlinear Functional Analysis (E. H. Zarantonello, ed.), Academic Press, New York 1971. Zbl 0281.47043 |
| Reference:
|
[13] J. Zowe: Nondifferentiable optimization - a motivation and a short introduction into the subgradient - and the bundle concept.In: ASI Proceedings on Computational Mathematical Programming (to appear). MR 0820049 |
| . |
