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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2015, Volume 21, Number 3, Pages 153–163
(Mi timm1208)
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This article is cited in 1 scientific paper (total in 1 paper)
Exact penalties in a problem of constructing an optimal solution of a differential inclusion
V. V. Karelina, A. V. Fominykhb a St. Petersburg State University, Faculty of Applied Mathematics and Control Processes
b Saint Petersburg State University
Abstract:
A differential inclusion with given set-valued mapping and initial point is considered. For this differential inclusion, it is required to find a solution that minimizes an integral functional. We use the techniques of support functions and exact penalty functions to obtain some classical results of the maximum principle for differential inclusions in the case where the support function of the set-valued mapping is continuously differentiable in the phase variables. We also consider the case where the support function of the set-valued mapping is not differentiable in the phase variables.
Keywords:
nonsmooth functional, differential inclusion, support function, exact penalty function, maximum principle.
Received: 14.05.2015
Citation:
V. V. Karelin, A. V. Fominykh, “Exact penalties in a problem of constructing an optimal solution of a differential inclusion”, Trudy Inst. Mat. i Mekh. UrO RAN, 21, no. 3, 2015, 153–163
Linking options:
https://www.mathnet.ru/eng/timm1208 https://www.mathnet.ru/eng/timm/v21/i3/p153
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Abstract page: | 277 | Full-text PDF : | 62 | References: | 48 | First page: | 13 |
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