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Epi-convergent discretization of the generalized Bolza problem in dynamic optimization

โœ Scribed by Boris S. Mordukhovich; Teemu Pennanen


Book ID
107402365
Publisher
Springer-Verlag
Year
2006
Tongue
English
Weight
187 KB
Volume
1
Category
Article
ISSN
1862-4472

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An Unconstrained Calculus of Variations
โœ J. Gregory; C.T. Lin ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 513 KB

This paper has two main ideas. The first idea is that constrained problems in optimal control theory and the calculus of variations can be associated with unconstrained calculus of variations problems by using multipliers. This allows us to obtain a true Lagrange multiplier rule where both the origi