Variance minimization approach for a class of dual control problems

2002 ◽  
Author(s):  
Duan Li ◽  
Fucai Qian ◽  
Peilin Fu
Keyword(s):  
Control Problems ◽  
Dual Control ◽  
Variance Minimization ◽  
Minimization Approach

Sequential strategies in dual control problems

1977 ◽  
Vol 8 (2) ◽  
pp. 173-192 ◽  
Author(s):  
Richard M. Cyert ◽  
Morris H. Degroot
Keyword(s):  
Control Problems ◽  
Dual Control

Exact optimal solution for a class of dual control problems

2014 ◽  
Vol 47 (9) ◽  
pp. 2078-2087
Author(s):  
Suping Cao ◽  
Fucai Qian ◽  
Xiaomei Wang
Keyword(s):  
Optimal Solution ◽  
Control Problems ◽  
Dual Control

scholarly journals Simple nonlinear dual control problems

1985 ◽  
Vol 27 (2) ◽  
pp. 131-144
Author(s):  
J. M. Murray
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Dual Problem ◽  
Control Problems ◽  
Dual Control ◽  
Absolutely Continuous ◽  
Primal And Dual Problems ◽  
Primal And Dual ◽  
Nonlinear Optimal Control Problem

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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