Second-order necessary optimality conditions for a discrete optimal control problem with mixed constraints.
Nguyen Thi ToanLe Quang ThuyPublished in: J. Glob. Optim. (2016)
Keyphrases
- optimality conditions
- optimal control
- karush kuhn tucker
- constraint qualification
- nonlinear programming
- lower level
- dynamic programming
- semi infinite programming
- control strategy
- optimal control problems
- linear programming
- linear constraints
- neural network
- stationary points
- reinforcement learning
- inequality constraints
- finite number
- cost function
- mathematical programming
- optimization problems
- sample size
- control system
- sensitivity analysis
- learning algorithm
- constraint satisfaction
- machine learning