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

DOI10.1137/0312016zbMath0241.49007MaRDI QIDQ5651814

Lucien W. Neustadt, Karol Makowski

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

49K15: Optimality conditions for problems involving ordinary differential equations

Related Items

Quadratic Hedging with Mixed State and Control Constraints, Non‐smooth monotonicity constraints in optimal control problems: Some economic applications, 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, 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, On the qualitative properties of the optimal income tax, 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, Optimal Control Problems with Mixed and Pure State Constraints, 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