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|Title:||CONVERGENCE OF A CONDITIONAL GRADIENT METHOD FOR RELAXED CONTROLS IN TIME-LAG CONTROL PROBLEMS.|
|Citation:||Wilson, S.J. (1987-05). CONVERGENCE OF A CONDITIONAL GRADIENT METHOD FOR RELAXED CONTROLS IN TIME-LAG CONTROL PROBLEMS.. International Journal of Systems Science 18 (5) : 819-829. ScholarBank@NUS Repository.|
|Abstract:||In this paper, we consider a class of optimal control problem with discrete-time delayed arguments and bounded control regions. A conditional gradient algorithm has been obtained by K. H. Wong and K. L. Teo for solving this class of optimal control problem. It is also shown that any L// infinity accumulation points of the control sequences generated by the algorithm satisfy a necessary condition for optimality. Since such accumulation points need not exist, it is shown that control sequences generated by the algorithm always have accumulation points in the sense of a control measure, and that these accumulation points satisfy a necessary condition for optimality for the corresponding relaxed problem.|
|Source Title:||International Journal of Systems Science|
|Appears in Collections:||Staff Publications|
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