Necessary and sufficient conditions of optimality for optimal control problems of forward and backward systems

Теория вероятностей и ее применения ◽

10.4213/tvp3537 ◽

2009 ◽

Vol 54 (4) ◽

pp. 730-749

Author(s):

Seid Bahlali ◽

Seid Bahlali

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Control Problems ◽

Necessary And Sufficient

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Necessary and Sufficient Conditions of Optimality for Optimal Control Problems of Forward and Backward Systems

Theory of Probability and Its Applications ◽

10.1137/s0040585x97984474 ◽

2010 ◽

Vol 54 (4) ◽

pp. 553-570 ◽

Cited By ~ 1

Author(s):

S. Bahlali

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Control Problems ◽

Necessary And Sufficient

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Necessary and Sufficient Conditions for Optimal Control Problems with Linear State, Semicontinuous Lagrangians

SSRN Electronic Journal ◽

10.2139/ssrn.2396043 ◽

2014 ◽

Cited By ~ 2

Author(s):

David Martimort ◽

Lars Stole

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Control Problems ◽

Linear State ◽

Necessary And Sufficient

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On ${\text{L}}^2 $ Sufficient Conditions and the Gradient Projection Method for Optimal Control Problems

SIAM Journal on Control and Optimization ◽

10.1137/s0363012994266127 ◽

1996 ◽

Vol 34 (4) ◽

pp. 1270-1290 ◽

Cited By ~ 25

Author(s):

J. C. Dunn

Keyword(s):

Optimal Control ◽

Projection Method ◽

Optimal Control Problems ◽

Sufficient Conditions ◽

Gradient Projection ◽

Gradient Projection Method ◽

Control Problems

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Necessary and Sufficient Conditions for a General Class of Control Problems

Foundations of Dynamic Economic Analysis ◽

10.1017/cbo9780511806827.008 ◽

2005 ◽

pp. 149-173

Keyword(s):

General Class ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Control Problems ◽

Necessary And Sufficient

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Sufficient Conditions for Optimality and Supported Trajectories for Optimal Control Problems Governed by Volterra Integral Equations

Advances in Optimization and Control - Lecture Notes in Economics and Mathematical Systems ◽

10.1007/978-3-642-46629-8_19 ◽

1988 ◽

pp. 274-282

Author(s):

Dean A. Carlson

Keyword(s):

Optimal Control ◽

Integral Equations ◽

Optimal Control Problems ◽

Sufficient Conditions ◽

Volterra Integral Equations ◽

Control Problems ◽

Sufficient Conditions For Optimality

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Deterministic near-optimal control, part 1: Necessary and sufficient conditions for near-optimality

Journal of Optimization Theory and Applications ◽

10.1007/bf02192237 ◽

1995 ◽

Vol 85 (2) ◽

pp. 473-488 ◽

Cited By ~ 25

Author(s):

X. Y. Zhou

Keyword(s):

Optimal Control ◽

Sufficient Conditions ◽

Necessary And Sufficient Conditions ◽

Necessary And Sufficient ◽

Control Part ◽

Near Optimality

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Optimal Control Problems with a First Order PDE System — Necessary and Sufficient Optimality Conditions

Online Optimization of Large Scale Systems ◽

10.1007/978-3-662-04331-8_11 ◽

2001 ◽

pp. 159-172 ◽

Cited By ~ 2

Author(s):

Sabine Pickenhain ◽

Marcus Wagner

Keyword(s):

Optimal Control ◽

Optimality Conditions ◽

Optimal Control Problems ◽

Control Problems ◽

Sufficient Optimality Conditions ◽

First Order ◽

First Order Pde ◽

Necessary And Sufficient

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Algebraic Approach to Nonlinear Optimal Control Problems with Terminal Constraints: Sufficient Conditions for Existence of Algebraic Solutions

SICE Journal of Control Measurement and System Integration ◽

10.9746/jcmsi.11.198 ◽

2018 ◽

Vol 11 (3) ◽

pp. 198-206 ◽

Cited By ~ 2

Author(s):

Tomoyuki IORI ◽

Yu KAWANO ◽

Toshiyuki OHTSUKA

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Sufficient Conditions ◽

Algebraic Approach ◽

Nonlinear Optimal Control ◽

Control Problems ◽

Terminal Constraints ◽

Algebraic Solutions

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Necessary and sufficient conditions for optimal control of stochastic systems associated with Lévy processes

Science in China Series F Information Sciences ◽

10.1007/s11432-009-0191-9 ◽

2009 ◽

Vol 52 (11) ◽

pp. 1982-1992 ◽

Cited By ~ 16

Author(s):

QingXin Meng ◽

MaoNing Tang

Keyword(s):

Optimal Control ◽

Lévy Processes ◽

Stochastic Systems ◽

Sufficient Conditions ◽

Levy Processes ◽

Necessary And Sufficient Conditions ◽

Necessary And Sufficient

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Linear-quadratic optimization and some general hypotheses on optimal control

Mathematical Problems in Engineering ◽

10.1155/s1024123x9900109x ◽

1999 ◽

Vol 5 (4) ◽

pp. 275-289 ◽

Cited By ~ 2

Author(s):

L. I. Rozonoer

Keyword(s):

Optimal Control ◽

Initial Data ◽

Optimization Problem ◽

Sufficient Conditions ◽

Quadratic Optimization ◽

Necessary And Sufficient Conditions ◽

Maximum Condition ◽

Linear Quadratic ◽

Existence Of Optimal Control ◽

Necessary And Sufficient

Necessary and sufficient conditions for existence of optimal control for all initial data are proved forLQ-optimization problem. If these conditions are fulfilled, necessary and sufficient conditions of optimality are formulated. Basing on the results, some general hypotheses on optimal control in terms of Pontryagin's maximum condition and Bellman's equation are proposed.

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