Necessary conditions for a weak extremum in optimal control problems with mixed constraints of the inequality type
From MaRDI portal
Publication:5618044
DOI10.1016/0041-5553(68)90153-5zbMath0215.21603OpenAlexW2060837738MaRDI QIDQ5618044
A. Ya. Dubovitskij, Alexej A. Milyutin
Publication date: 1970
Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0041-5553(68)90153-5
Related Items (9)
Stochastic equilibria on graphs, I ⋮ Quadratic minimization with portfolio and intertemporal wealth constraints ⋮ Geometric analysis of gaits and optimal control for three-link kinematic swimmers ⋮ Variations of $v$-change of time in an optimal control problem with state and mixed constraints ⋮ Local minimum principle for optimal control problems with mixed constraints: the nonregular case ⋮ A discrete-time Pontryagin maximum principle on matrix Lie groups ⋮ Quadratic Hedging with Mixed State and Control Constraints ⋮ Log-optimal and rapid paths in von Neumann-Gale dynamical systems ⋮ Convex duality in constrained mean-variance portfolio optimization
This page was built for publication: Necessary conditions for a weak extremum in optimal control problems with mixed constraints of the inequality type