Sequential strategies in dual control problems

1977 ◽  
Vol 8 (2) ◽  
pp. 173-192 ◽  
Author(s):  
Richard M. Cyert ◽  
Morris H. Degroot
2014 ◽  
Vol 47 (9) ◽  
pp. 2078-2087
Author(s):  
Suping Cao ◽  
Fucai Qian ◽  
Xiaomei Wang

Author(s):  
J. M. Murray

AbstractIn this paper we consider a simple, nonlinear optimal control problem with sufficient convexity to enable us to formulate its dual problem. Both primal and dual problems will include constraints on both the states and controls. The constraints in one problem may cause the “optimal” dual states to be discontinuous. However, we will look at conditions under which the presence of constraints does not force discontinuities and the optimal states and costates are absolutely continuous.


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