Displaying similar documents to “Local quadratic convergence of SQP for elliptic optimal control problems with mixed control-state constraints”

Optimal control processes associated with a class of discontinuous control systems: Applications to sliding mode dynamics

Arturo Enrique Gil García, Vadim Azhmyakov, Michael V. Basin (2014)

Kybernetika

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This paper presents a theoretical approach to optimal control problems (OCPs) governed by a class of control systems with discontinuous right-hand sides. A possible application of the framework developed in this paper is constituted by the conventional sliding mode dynamic processes. The general theory of constrained OCPs is used as an analytic background for designing numerically tractable schemes and computational methods for their solutions. The proposed analytic method guarantees...

Strong average optimality criterion for continuous-time Markov decision processes

Qingda Wei, Xian Chen (2014)

Kybernetika

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This paper deals with continuous-time Markov decision processes with the unbounded transition rates under the strong average cost criterion. The state and action spaces are Borel spaces, and the costs are allowed to be unbounded from above and from below. Under mild conditions, we first prove that the finite-horizon optimal value function is a solution to the optimality equation for the case of uncountable state spaces and unbounded transition rates, and that there exists an optimal...