Optimality Conditions for Nonconvex Multistate Control Problems in the Coefficients.
Juan Casado-DíazJulio Couce-CalvoJosé D. Martín-GómezPublished in: SIAM J. Control. Optim. (2004)
Keyphrases
- control problems
- optimality conditions
- nonlinear programming
- optimal control
- linear programming
- karush kuhn tucker
- optimization problems
- reinforcement learning
- variational inequalities
- linear constraints
- convergence analysis
- stationary points
- semi infinite programming
- adaptive control
- bilevel programming
- semidefinite programming
- inequality constraints
- linear combination
- exact algorithms
- newton method
- lower level
- objective function
- constraint qualification
- dynamic programming
- optimal solution
- convex optimization
- higher level
- data mining
- sample size