Necessary optimality conditions in discrete nonsmooth optimal control.
Ilya ShvartsmanPublished in: CDC/ECC (2011)
Keyphrases
- optimal control
- optimality conditions
- bilevel programming
- newton method
- nonlinear programming
- variational inequalities
- lower level
- dynamic programming
- convergence analysis
- control strategy
- semi infinite programming
- optimal control problems
- reinforcement learning
- mathematical programming
- convex sets
- linear programming
- linear constraints
- sample size
- higher level
- optimization problems
- learning models
- sensitivity analysis
- cost function
- machine learning