Non-linear programming and the maximum principle for discrete time optimal control problems

T. L. Magnanti

RAIRO - Operations Research - Recherche Opérationnelle (1975)

  • Volume: 9, Issue: V3, page 75-91
  • ISSN: 0399-0559

How to cite

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Magnanti, T. L.. "Non-linear programming and the maximum principle for discrete time optimal control problems." RAIRO - Operations Research - Recherche Opérationnelle 9.V3 (1975): 75-91. <http://eudml.org/doc/104627>.

@article{Magnanti1975,
author = {Magnanti, T. L.},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
language = {eng},
number = {V3},
pages = {75-91},
publisher = {EDP-Sciences},
title = {Non-linear programming and the maximum principle for discrete time optimal control problems},
url = {http://eudml.org/doc/104627},
volume = {9},
year = {1975},
}

TY - JOUR
AU - Magnanti, T. L.
TI - Non-linear programming and the maximum principle for discrete time optimal control problems
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1975
PB - EDP-Sciences
VL - 9
IS - V3
SP - 75
EP - 91
LA - eng
UR - http://eudml.org/doc/104627
ER -

References

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  1. [1] M. D. CANON, D. C CULLUM and E. POLAK, Theory of optimal control and mathematical programming, McGraw-Hill, New York, 1970. Zbl0264.49001MR397497
  2. [2] K. FAN, I. GLICKSBURG and A. J. HOFFMAN, Systems of inequalities involving convex functions, A.M.S. Proc, 8, 1957, pp. 617-622. Zbl0079.02002MR87574
  3. [3] H. HALKIN, A maximum principle of the Pontryagin type for systems described by non-linear difference equations, S.I.A.M. J. Control, 4, 1966, pp. 90-111. Zbl0152.09301MR199005
  4. [4] J. M. HOLTZMAN, On the maximum principle for non-linear discrete-time systems, I.E.E.E. Trans. Automatic Control, 4 1966, pp. 528-547. 
  5. [5] B. W. JORDAN and E. POLAK, Theory of a class of discrete optimal control systems, J. Electronics Control, 17, 1964, pp. 697-713. MR179019
  6. [6] T. L. MAGNANTI, A linear approximation approach to duality in non-linear programming, Tech. Rep. OR 016-73, Oper. Res. Center, M.I.T., April 1973. 
  7. [7] O. L. MANGASARIAN, Non-linear programming, McGraw-Hill, New York, 1969. Zbl0194.20201MR252038
  8. [8] O. L. MANGASARIAN and S. FROMOVITZ, The Fritz John necessary optimality conditions in the presence of equality and inequality constraints, J. Math. Analysis and Applic., 17, 1967, pp. 37-47. Zbl0149.16701MR207448
  9. [9] J. M. ORTEGA and W. C. RHEINBOLDT, Iterative solution of non-linear equations in several variables, Academic Press, New York, 1970. Zbl0241.65046MR273810
  10. [10] A. I. PROPOI, The maximum principle for discrete control systems, Avtomatica i Telemachanica, 7, 1965, pp. 1177-1187. Zbl0151.13103MR192942
  11. [11] J. B. ROSEN, Optimal control and convex programming, I.B.M. Symp. Control Theory Applic., Yorktown Heights, New York, October 1964, pp. 223-237. MR218135
  12. [12] R. M VAN SLYKE and R. J. B WETS, A duality theory for abstract mathematical programs with applications to optimal control theory, Math. Res. Lab., Boeing Scientific Research Laboratories, October 1967. Zbl0157.16004

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