Optimal Control Problems with Mixed Control-Phase Variable Equality and Inequality Constraints

DOI10.1137/0312016MaRDI QIDQ5651814zbMATH OpenOpenAlexFDO

Authors Karol Makowski, Lucien W. Neustadt

Publication date 1974

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0312016

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15)

Cited in

(22)

• A general principal-agent setting with non-differentiable mechanisms: Some examples
• A general theory of necessary optimality conditions
• Mathematical theory of optimal control
• Quadratic minimization with portfolio and intertemporal wealth constraints
• Quadratic minimization with portfolio and terminal wealth constraints
• Risk-neutral multiobjective optimal control of random Volterra integral equations
• Local minimum principle for optimal control problems with mixed constraints: the nonregular case
• Optimal control problems with mixed and pure state constraints
• Necessary optimality conditions for optimal control problems with nonsmooth mixed state and control constraints
• On the proof of Pontryagin's maximum principle by means of needle variations
• Necessary conditions for constrained optimal control problems via mathematical programming
• Application of some specification of the Dubovitskii-Milyutin method to problems of optimal control
• Optimal control of delay systems with a final function condition
• On function-target control of dynamic systems with delays in state and control under bounded-state constraints
• Quadratic Hedging with Mixed State and Control Constraints
• Non-smooth monotonicity constraints in optimal control problems: some economic applications
• Local Minimum Principle for an Optimal Control Problem with a Nonregular Mixed Constraint
• Necessary conditions for infinite-horizon discounted two-stage optimal control problems
• Maximum principle for the general optimal control problem with phase and regular mixed constraints
• Optimal control problem with regular mixed constraints via penalty functions
• Exponential penalty functions for optimal control problems with constraints: necessary conditions of optimality
• On the qualitative properties of the optimal income tax

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