eprintid: 4155
rev_number: 21
eprint_status: archive
userid: 351
dir: disk0/00/00/41/55
datestamp: 2016-01-15 02:04:24
lastmod: 2021-08-27 17:14:53
status_changed: 2016-01-15 02:04:24
type: monograph
metadata_visibility: show
item_issues_count: 2
creators_name: Frankowska, H.
creators_name: Caroff, N.
creators_id: AL0659
creators_id: AL0550
title: Conjugate Points and Shocks in Nonlinear Optimal Control
ispublished: pub
internal_subjects: iis_cmp
internal_subjects: iis_met
divisions: prog_dyn
abstract: In this paper the authors use the method of characteristics to extend the Jacobi conjugate points theory to the Bolza problem arising in nonlinear optimal control. This yields necessary and sufficient optimality conditions for weak and strong local minima stated in terms of the existence of a solution to a corresponding matrix Riccati differential equation. The same approach allows to investigate as well smoothness of the value function.
date: 1994-07
date_type: published
publisher: WP-94-056
iiasapubid: WP-94-056
price: 10
creators_browse_id: 1884
creators_browse_id: 1791
full_text_status: public
monograph_type: working_paper
place_of_pub: IIASA, Laxenburg, Austria
pages: 19
coversheets_dirty: FALSE
fp7_type: info:eu-repo/semantics/book
citation:   Frankowska, H. <https://pure.iiasa.ac.at/view/iiasa/1884.html> & Caroff, N. <https://pure.iiasa.ac.at/view/iiasa/1791.html>  (1994).  Conjugate Points and Shocks in Nonlinear Optimal Control.   IIASA Working Paper. IIASA, Laxenburg, Austria: WP-94-056     
document_url: https://pure.iiasa.ac.at/id/eprint/4155/1/WP-94-056.pdf