Necessary conditions for Lipschitz continuous discrete control problems

Necessary Conditions for Optimal Impulsive Control Problems∗

Necessary conditions of optimality, in the form of a maximum principle, are derived for a class of optimal control problems, certain of whose controls are represented by measures and whose state trajectories are functions of bounded variation. State trajectories are interpreted as robust solutions of the dynamic equations, a concept of solutions which takes account of the interaction between th...

Necessary Conditions for Discrete Parameter Stochastic Optimization Problems

Some Results on Necessary Conditions for Tow Quasidifferentiable Optimization Problems

Necessary Optimality Conditions for Optimal Control Problems with Equilibrium Constraints

This paper introduces and studies the optimal control problem with equilibrium constraints (OCPEC). The OCPEC is an optimal control problem with a mixed state and control equilibrium constraint formulated as a complementarity constraint and it can be seen as a dynamic mathematical program with equilibrium constraints. It provides a powerful modeling paradigm for many practical problems such as ...

Necessary Conditions for Optimal Control Problems with State Constraints

Necessary conditions of optimality are derived for optimal control problems with pathwise state constraints, in which the dynamic constraint is modelled as a differential inclusion. The novel feature of the conditions is the unrestrictive nature of the hypotheses under which these conditions are shown to be valid. An Euler Lagrange type condition is obtained for problems where the multifunction...