On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models
Kybernetika, Tome 23 (1987) no. 1, pp. 54-66 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 49A52, 49J27, 65K10, 90A14, 90C48, 93B40
@article{KYB_1987_23_1_a5,
     author = {Outrata, Ji\v{r}{\'\i} V.},
     title = {On numerical solution of optimal control problems with nonsmooth objectives: {Application} to economic models},
     journal = {Kybernetika},
     pages = {54--66},
     year = {1987},
     volume = {23},
     number = {1},
     mrnumber = {883907},
     zbl = {0617.65062},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1987_23_1_a5/}
}
TY  - JOUR
AU  - Outrata, Jiří V.
TI  - On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models
JO  - Kybernetika
PY  - 1987
SP  - 54
EP  - 66
VL  - 23
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/KYB_1987_23_1_a5/
LA  - en
ID  - KYB_1987_23_1_a5
ER  - 
%0 Journal Article
%A Outrata, Jiří V.
%T On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models
%J Kybernetika
%D 1987
%P 54-66
%V 23
%N 1
%U http://geodesic.mathdoc.fr/item/KYB_1987_23_1_a5/
%G en
%F KYB_1987_23_1_a5
Outrata, Jiří V. On numerical solution of optimal control problems with nonsmooth objectives: Application to economic models. Kybernetika, Tome 23 (1987) no. 1, pp. 54-66. http://geodesic.mathdoc.fr/item/KYB_1987_23_1_a5/

[1] F. H. Clarke: The maximum principle under minimal hypotheses. SIAM J. Control 14 (1976), 1078-1091. | MR | Zbl

[2] F. H. Clarke: Optimization and Nonsmooth Analysis. Wiley, New York 1983. | MR | Zbl

[3] G. Feichtinger, M. Luptáčik: Optimal Employment and Wage Policies of a Monopolistic Firm. Research Report No. 62, Inst, for Econometrics and Oper. Res., TU Vienna 1983.

[4] R. F. Hartl, S. P. Sethi: Optimal control problems with differential inclusions: Sufficiency conditions and an application to a production-inventory model. Optimal Control Appl. and Methods 5 (1984), 289-307. | MR | Zbl

[5] A. D. Ioffe: Necessary and sufficient condition for a local minimum. 2: Conditions of Levitin-Miljutin-Osmolovskii type. SIAM J. Control Optim. 17 (1979), 251 - 265. | MR

[6] CI. Lemarechal J. J. Strodiot, A. Bihain: On a Bundle Algorithm for Nonsmooth Optimization. NPS 4, Madison 1980.

[7] J. V. Outrata: On a class of nonsmooth optimal control problems. Appl. Math. Optim. 10 (1983), 287-306. | MR | Zbl

[8] J. V. Outrata: Minimization of nonsmooth nonregular functions: Application to discrete-time optimal control problems. Problems Control Inform. Theory 13 (1984), 6, 413-424. | MR | Zbl

[9] J. V. Outrata, Z. Schindler: On some nondifferentiable problems in optimal control. In: Nondifferentiable Optimization: Motivations and Applications - Proceedings, Sopron, Hungary, 1984 (Demyanov, Pallaschke, eds.), Lecture Notes in Econ. Math. Systems 255, Springer-Verlag, Berlin-Heidelberg-New York-Tokio 1985, pp. 118-128. | MR

[10] J. V. Outrata, J. Jarušek: Exact penalties with Sobolev norms in optimal control. Preprints of the Workshop ,,Mathematical Programming - Theory and Applications'' held at Wartburg, November 1984. | MR

[11] E. Polak: Computational Methods in Optimization. Academic Press, New York 1971. | MR

[12] E. H. Zarantonello: Projections on convex sets in Hilbert space and spectral theory. In: Contributions to Nonlinear Functional Analysis (E. H. Zarantonello, ed.), Academic Press, New York 1971. | Zbl

[13] J. Zowe: Nondifferentiable optimization - a motivation and a short introduction into the subgradient - and the bundle concept. In: ASI Proceedings on Computational Mathematical Programming (to appear). | MR