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来源类型Article
规范类型其他
Relaxation of optimal control problems and linear-quadratic systems.
Kryazhimskiy AV
发表日期2012
出处Dynamics of Continuous, Discrete and Impulsive Systems, Series B (DCDIS-B) 19 (1): 17-42.
出版年2012
语种英语
摘要The paper suggests an approach to characterizing global solutions for optimal control problems with integral objective functions. The approach is based on relaxation of the system's states to probability measures on the system's state space. The associated relaxed control problem falls, typically, to the scope of convex optimization problems with linear equality constraints. Under additional conditions assuming, in particular, that the objective function and state equation are linear-quadratic in the state variable, the equivalency of the original and relaxed problems is proved and a successive solution approximation method is constructed.
主题Advanced Systems Analysis (ASA)
关键词Global optimization Non-convex optimization Optimal control Relaxation of optimization problems Successive optimization methods
URLhttp://pure.iiasa.ac.at/id/eprint/10017/
来源智库International Institute for Applied Systems Analysis (Austria)
资源类型智库出版物
条目标识符http://119.78.100.153/handle/2XGU8XDN/129432
推荐引用方式
GB/T 7714
Kryazhimskiy AV. Relaxation of optimal control problems and linear-quadratic systems.. 2012.
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