On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models

Jiří V. Outrata

Kybernetika (1987)

  • Volume: 23, Issue: 1, page 54-66
  • ISSN: 0023-5954

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Outrata, Jiří V.. "On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models." Kybernetika 23.1 (1987): 54-66. <http://eudml.org/doc/27922>.

@article{Outrata1987,
author = {Outrata, Jiří V.},
journal = {Kybernetika},
keywords = {economic optimization; bundle methods; optimal feed-forward control problems; adjoint equation},
language = {eng},
number = {1},
pages = {54-66},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models},
url = {http://eudml.org/doc/27922},
volume = {23},
year = {1987},
}

TY - JOUR
AU - Outrata, Jiří V.
TI - On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models
JO - Kybernetika
PY - 1987
PB - Institute of Information Theory and Automation AS CR
VL - 23
IS - 1
SP - 54
EP - 66
LA - eng
KW - economic optimization; bundle methods; optimal feed-forward control problems; adjoint equation
UR - http://eudml.org/doc/27922
ER -

References

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  2. F. H. Clarke, Optimization and Nonsmooth Analysis, Wiley, New York 1983. (1983) Zbl0582.49001MR0709590
  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. (1983) 
  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. (1984) Zbl0553.49013MR0769252
  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. (1979) MR0525026
  6. CI. Lemarechal J. J. Strodiot, A. Bihain, On a Bundle Algorithm for Nonsmooth Optimization, NPS 4, Madison 1980. (1980) 
  7. J. V. Outrata, On a class of nonsmooth optimal control problems, Appl. Math. Optim. 10 (1983), 287-306. (1983) Zbl0524.49021MR0713480
  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. (1984) Zbl0573.49019MR0782437
  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. (1984) MR0822009
  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. (1984) MR0795002
  11. E. Polak, Computational Methods in Optimization, Academic Press, New York 1971. (1971) MR0282511
  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. (1971) Zbl0281.47043
  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). MR0820049

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