Title :
Optimization of differential inclusions via finite differences
Author :
Mordukhovich, Boris S.
Author_Institution :
Dept. of Math., Wayne State Univ., Detroit, MI, USA
Abstract :
The author considers a Mayer-type optimization problem for dynamical systems governed by differential inclusions. Such models generalize both standard and nonstandard problems in optimal control for open-loop and closed-loop control systems. He provides a variational analysis of the problem under consideration based on its finite difference approximations. For describing adjoint arcs in necessary optimality conditions, the author´s concepts of generalized derivatives for multifunctions and nonsmooth mappings are used. These derivative constructions are robust with respect to perturbations and enjoy a rich calculus important for applications
Keywords :
closed loop systems; finite difference methods; optimal control; optimisation; variational techniques; Mayer-type optimization problem; adjoint arcs; closed-loop control; differential inclusions; dynamical systems; finite differences; generalized derivatives; multifunctions; necessary optimality conditions; nonsmooth mappings; open-loop; optimal control; variational analysis; Approximation methods; Calculus; Control system synthesis; Finite difference methods; Mathematics; Open loop systems; Optimal control; Optimization methods; Robustness; Solid modeling;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261299
