Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Shadow Prices and Duality for a Class of Optimal Control Problems - MaRDI portal

Shadow Prices and Duality for a Class of Optimal Control Problems

From MaRDI portal
Publication:3881442

DOI10.1137/0317040zbMath0439.49018OpenAlexW2006476326MaRDI QIDQ3881442

Jean-Pierre Aubin, Frank H. Clarke

Publication date: 1979

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0317040




Related Items (60)

On Hamiltonian as limiting gradient in infinite horizon problemSolving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation methodWeighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantagesRegulator problems on unbounded domains. Stationarity-optimal control-asymptotic controllabilityNecessity of limiting co-state arcs in Bolza-type infinite horizon problemOn a class of optimal control problems arising in mathematical economicsNecessary optimality conditions for nonautonomous control systems with an infinite time horizonCritical point theory for nondifferentiable functionals and applicationsAn infinite-horizon multistage dynamic optimization problemOn numerical solution of hemivariational inequalities by nonsmooth optimization methodsDynamic hemivariational inequality modeling viscoelastic contact problem with normal damped response and frictionValue Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach SpacesOn some nonmonotone subdifferential boundary conditions in elastostaticsNecessary conditions for functional differential inclusionsTransversality condition for infinite-horizon problemsDivergence of neighbouring optimal state trajectories of a dynamic systemValue function, relaxation, and transversality conditions in infinite horizon optimal controlPontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamicsFurther properties of Lagrange multipliers in nonsmooth optimizationExistence of Solutions for Variational-Like Hemivariational Inequalities Involving Lower Semicontinuous MapsNontrivial solutions for a nonlinear elliptic equation of \((p, q)\)-Laplacian type with a discontinuous nonlinearity in \(\mathbb{R}^N\)Necessary conditions in infinite-horizon control problems that need no asymptotic assumptionsAnother view of the maximum principle for infinite-horizon optimal control problems in economicsDifferentiability of the value function in continuous-time economic modelsNontrivial solutions for a multivalued problem with strong resonanceNecessity of vanishing shadow price in infinite horizon control problemsPricing infinite horizon programsAnwendungen des Maximumprinzips im Operations Research. IIInfinite horizon cancer treatment model with isoperimetrical constraint: existence of optimal solutions and numerical analysisOn a class of noncoercive hemivariational inequalities arising in nonlinear elasticityDuality theory for dynamic optimization models of economics: The continuous time caseInfinite Horizon Optimal Control of Non-Convex Problems Under State ConstraintsTransversality condition and optimality in a class of infinite horizon continuous time economic modelsOn necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility functionOn infinite-horizon optimal control problemsOptimal immigration age-patterns in populations of fixed sizeNecessary Optimality Conditions for Improper Infinite-Horizon Control ProblemsFirst-order necessary optimality conditions for infinite horizon optimal control problems with linear dynamics and convex objectiveExistence and uniqueness results for a class of quasi-hemivariational inequalitiesValue functions and transversality conditions for infinite-horizon optimal control problemsHemivariational inequality approach to the dynamic viscoelastic sliding contact problem with wearAn indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizonOn some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problemsUnnamed ItemShadow prices in infinite-horizon optimal control problems with dominating discountsThe Pontryagin maximum principle and problems of optimal economic growthOptimal dynamic advertising with an adverse exogenous effect on brand goodwillNecessary conditions for an infinite time optimal control problemInfinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problemInfinite time optimal control and periodicityMaximum principle for an optimal control problem with an asymptotic endpoint constraintCharacterization of Clarke's tangent and normal cones in finite and infinite dimensionsProblems in the calculus of variations on unbounded intervals. Fourier-Laguerre analysis and approximationsNonconvex energy functions. Hemivariational inequalities and substationarity principlesMaximum principle and transversality condition for concave infinite horizon economic modelsWeak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion modelsOn the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theoryAdjoint differential inclusions in necessary conditions for the minimal trajectories of differential inclusionsNonsmooth maximum principle for infinite-horizon problemsBoundary hemivariational inequalities of hyperbolic type and applications




This page was built for publication: Shadow Prices and Duality for a Class of Optimal Control Problems