A differential game control problem with state constraints

Numerical method for solving optimal control problem of the linear differential systems with inequality constraints

In this paper, an efficient method for solving optimal control problems of the linear differential systems with inequality constraint is proposed. By using new adjustment of hat basis functions and their operational matrices of integration, optimal control problem is reduced to an optimization problem. Also, the error analysis of the proposed method is nvestigated and it is proved that the orde...

numerical method for solving optimal control problem of the linear differential systems with inequality constraints

in this paper, an efficient method for solving optimal control problemsof the linear differential systems with inequality constraint is proposed. by usingnew adjustment of hat basis functions and their operational matrices of integration,optimal control problem is reduced to an optimization problem. also, the erroranalysis of the proposed method is investigated and it is proved that the order o...

A Differential Oligopoly Game with Sticky Prices and Environmental Externality

Sufficient Second-Order Optimality Conditions for a Parabolic Optimal Control Problem with Pointwise Control-State Constraints

An optimal control problem for a semilinear parabolic equation is investigated, where pointwise constraints are given on the control and the state. The state constraints are of mixed (bottleneck) type, where associated Lagrange multipliers can assumed to be bounded and measurable functions. Based on this property, a second-order sufficient optimality condition is established that considers stro...

A Optimal control with pure state constraints

The first section provides additional background on solving control problems with pure state constraints. Section B contains proofs, derivations, and the analysis of the Hotelling-like policy in the main text. Section C describes the numerical example’s calibration and solution. Section D adapts the carbon dioxide (CO2) decay model of Golosov et al. (2014) to our setting and demonstrates that t...