Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems
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Publication:5215516
DOI10.1137/18M1223411zbMath1485.49030arXiv1810.11617MaRDI QIDQ5215516
Francisco J. Silva, Abderrahim Jourani
Publication date: 12 February 2020
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.11617
Lagrange multipliersoptimality conditionscalmnessmetric regularityGâteaux differentiabilitystochastic optimal control problems
Nonsmooth analysis (49J52) Optimal stochastic control (93E20) Optimality conditions for problems in abstract spaces (49K27)
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Risk-neutral multiobjective optimal control of random Volterra integral equations ⋮ Regularity of multipliers for multiobjective optimal control problems governed by evolution equations ⋮ An extension of the Rådström cancellation theorem to cornets
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