DigitalCommons@WayneState

Title

Discrete Maximum Principle for Nonsmooth Optimal Control Problems with Delays

Authors

Boris S. Mordukhovich, Wayne State UniversityFollow
Ilya Shvartsman, Wayne State University

Document Type

Technical Report

Abstract

We consider optimal control problems for discrete-time systems with delays. The main goal is to derive necessary optimality conditions of the discrete maximum principle type in the case of nonsmooth minimizing functions. We obtain two independent forms of the discrete maximum principle with transversality conditions described in terms of subdifferentials and superdifferentials, respectively. The superdifferential form is new even for non-delayed systems and may be essentially stronger than a more conventional subdifferential form in some situations.

Number in Series

2001.12

Disciplines

Applied Mathematics | Mathematics | Numerical Analysis and Computation

Comments

Research was partly supported by the National Science Foundation under grant DMS-0072179 and by the Distinguished Faculty Fellowship at Wayne State University

Recommended Citation

Mordukhovich, Boris S. and Shvartsman, Ilya, "Discrete Maximum Principle for Nonsmooth Optimal Control Problems with Delays" (2001). Mathematics Research Reports. 2.
https://digitalcommons.wayne.edu/math_reports/2