Please use this identifier to cite or link to this item: http://scholarbank.nus.edu.sg/handle/10635/103066
Title: CONVERGENCE OF A CONDITIONAL GRADIENT METHOD FOR RELAXED CONTROLS IN TIME-LAG CONTROL PROBLEMS.
Authors: Wilson, S.J. 
Issue Date: May-1987
Source: 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
URI: http://scholarbank.nus.edu.sg/handle/10635/103066
ISSN: 00207721
Appears in Collections:Staff Publications

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