Necessary Optimality Conditions in Discrete Nonsmooth Optimal Control

作者：Shvartsman Ilya^*

来源：Journal of Optimization Theory and Applications, 2012, 153(3): 578-586.

DOI：10.1007/s10957-011-9978-0

• Optimal control
• Discrete systems
• Nonsmooth analysis
• Subdifferential

In this paper, we provide a simple proof of the maximum principle for a nonsmooth discrete-time optimal control problem. The methodology is general and encompasses all generalized derivatives for which the Lagrange multiplier rule and the chain rule hold. This includes, but is not limited to, limiting (Mordukhovich) and Michel-Penot subdifferentials.

• 出版日期2012-6