The Equivalence of Strong and Weak Formulations for Certain Problems in Optimal Control

It is shown that a wide class of control problems may be cast equivalently as convex mathematical programming problems over a space of Radon measures. The particularly simple structure of the equivalent problems will enable us to obtain new conditions for optimality, of dynamic programming type, by...

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Bibliographic Details
Published in:SIAM journal on control and optimization 1978-07, Vol.16 (4), p.546-570
Main Authors: Vinter, Richard B., Lewis, Richard M.
Format: Article
Language:English
Subjects:
Applied mathematics
Convex analysis
Mathematical functions
Mathematical programming
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Summary:It is shown that a wide class of control problems may be cast equivalently as convex mathematical programming problems over a space of Radon measures. The particularly simple structure of the equivalent problems will enable us to obtain new conditions for optimality, of dynamic programming type, by application of convex analysis. These implications are pursued in a companion paper.
ISSN:0363-0129
1095-7138
DOI:10.1137/0316037