The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control
Copyright policy )The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control
It is shown that a wide class of control problems may be cast equivalently as convex mathematical programming problems over a space of Radon measures. The particularly simple structure of the equivalent problems will enable us to obtain new conditions for optimality, of dynamic programming type, by application of convex analysis. These implications are pursued in a companion paper.
Relaxed Control Problem, Partial Differential Inequality, Weak Problem, Dynamic programming in optimal control and differential games, Existence theories in calculus of variations and optimal control, Variational inequalities, Optimality conditions for problems involving ordinary differential equations, Space of Radon Measures, Conditions for Optimality of Dynamic Programming Type, Convex Mathematical Programming Problems, Bellman Equation, Convex Analysis
Relaxed Control Problem, Partial Differential Inequality, Weak Problem, Dynamic programming in optimal control and differential games, Existence theories in calculus of variations and optimal control, Variational inequalities, Optimality conditions for problems involving ordinary differential equations, Space of Radon Measures, Conditions for Optimality of Dynamic Programming Type, Convex Mathematical Programming Problems, Bellman Equation, Convex Analysis
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