Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems

DOI10.1137/070681053zbMath1167.49024arXiv0807.4297OpenAlexW2027736470MaRDI QIDQ5320751

Seid Bahlali

Publication date: 22 July 2009

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.4297

zbMATH Keywords

maximum principlestochastic differential equationvariational inequalityrelaxed controladjoint processstrict control

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (16)

A zero-sum electromagnetic evader–interrogator differential game with uncertainty ⋮ Centralized systemic risk control in the interbank system: weak formulation and gamma-convergence ⋮ Necessary and sufficient optimality conditions for relaxed and strict control of forward-backward doubly SDEs with jumps under full and partial information ⋮ Stochastic maximum principle in the mean-field controls ⋮ The general relaxed control problem of fully coupled forward-backward doubly system ⋮ A general optimality conditions for stochastic control problems of jump diffusions ⋮ Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations ⋮ Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality ⋮ The relaxed optimal control problem for mean-field SDEs systems and application ⋮ On optimal control problem for backward stochastic doubly systems ⋮ Necessary conditions of optimality for some stochastic integrodifferential equations of neutral type on Hilbert spaces ⋮ Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems ⋮ Necessary and Sufficient Near-Optimal Conditions for Mean-Field Singular Stochastic Controls ⋮ Optimality conditions of controlled backward doubly stochastic differential equations ⋮ The stochastic maximum principle for relaxed control problem with regime-switching ⋮ Stochastic maximum principle for nonlinear optimal control problem of switching systems

This page was built for publication: Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems