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Extreme Points of Sets of Randomized Strategies in Constrained Optimization and Control Problems

✍ Scribed by González-Hernández, Juan; Hernández-Lerma, Onésimo

Book ID
118204628
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
221 KB
Volume
15
Category
Article
ISSN
1052-6234

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A numerical method is developed for the real-time computation of neighbouring optimal feedback controls for constrained optimal control problems. The first part of this paper presents the theory of neighbouring extremals. Besides a survey of the theory of neighbouring extremals, special emphasis is