Necessary Conditions for Optimality for Stochastic Evolution Equations

Sufficient Conditions of Optimality for Backward Stochastic Evolution Equations

In this paper we derive for a controlled stochastic evolution system on Hilbert space H a sufficient condition for optimality. The result is derived by using its adjoint backward stochastic evolution equation.

Necessary and Sucient Optimality Conditions for a Control Fuzzy Linear Problem

Necessary Optimality Conditions for Multiobjective Bilevel Programs

The multiobjective bilevel program is a sequence of two optimization problems, with the upper-level problem being multiobjective and the constraint region of the upper level problem being determined implicitly by the solution set to the lower-level problem. In the case where the Karush-Kuhn-Tucker (KKT) condition is necessary and sufficient for global optimality of all lower-level problems near...

Necessary optimality conditions for discrete inclusions

The aim of this paper is to present a short survey of several new results concerning optimization of discrete inclusions. We study an optimization problem given by a discrete inclusion with end point constraints and we present several approaches concerning first and secondorder necessary optimality conditions for this problem.

Necessary Optimality Conditions for Some Control Problems of Elliptic Equations with Venttsel Boundary Conditions

In this paper we derive a necessary optimality condition for a local optimal solution of some control problems. These optimal control problems are governed by a semi-linear Vettsel boundary value problem of a linear elliptic equation. The control is applied to the state equation via the boundary and a functional of the control together with the solution of the state equation under such a contro...