Shadow Prices and Duality for a Class of Optimal Control Problems

Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions for problems in abstract spaces (49K27) Optimality conditions (49K99) Numerical methods based on nonlinear programming (49M37) Duality theory (optimization) (49N15) Nonlinear programming (90C30)

Cited in

(61)

The Pontryagin maximum principle and problems of optimal economic growth
Optimal dynamic advertising with an adverse exogenous effect on brand goodwill
Maximum principle and transversality condition for concave infinite horizon economic models
Adjoint differential inclusions in necessary conditions for the minimal trajectories of differential inclusions
Divergence of neighbouring optimal state trajectories of a dynamic system
Further properties of Lagrange multipliers in nonsmooth optimization
Pricing infinite horizon programs
Anwendungen des Maximumprinzips im Operations Research. II
Duality theory for dynamic optimization models of economics: The continuous time case
Transversality condition and optimality in a class of infinite horizon continuous time economic models
Nonsmooth maximum principle for infinite-horizon problems
Regulator problems on unbounded domains. Stationarity-optimal control-asymptotic controllability
Necessary conditions for an infinite time optimal control problem
Infinite time optimal control and periodicity
An infinite-horizon multistage dynamic optimization problem
On numerical solution of hemivariational inequalities by nonsmooth optimization methods
Necessary conditions for functional differential inclusions
Transversality condition for infinite-horizon problems
On infinite-horizon optimal control problems
Maximum principle for an optimal control problem with an asymptotic endpoint constraint
Optimal immigration age-patterns in populations of fixed size
Value functions and transversality conditions for infinite-horizon optimal control problems
Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem
Problems in the calculus of variations on unbounded intervals. Fourier-Laguerre analysis and approximations
Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models
On Hamiltonian as limiting gradient in infinite horizon problem
On a class of optimal control problems arising in mathematical economics
Necessary optimality conditions for nonautonomous control systems with an infinite time horizon
Value function, relaxation, and transversality conditions in infinite horizon optimal control
Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics
Necessity of vanishing shadow price in infinite horizon control problems
Hemivariational inequality approach to the dynamic viscoelastic sliding contact problem with wear
On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems
Shadow prices in infinite-horizon optimal control problems with dominating discounts
Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
Critical point theory for nondifferentiable functionals and applications
Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions
An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon
Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method
Existence of solutions for variational-like hemivariational inequalities involving lower semicontinuous maps
Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
Necessity of limiting co-state arcs in Bolza-type infinite horizon problem
On some nonmonotone subdifferential boundary conditions in elastostatics
Characterization of Clarke's tangent and normal cones in finite and infinite dimensions
On a class of noncoercive hemivariational inequalities arising in nonlinear elasticity
Differentiability of the value function in continuous-time economic models
On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function
Nontrivial solutions for a multivalued problem with strong resonance
Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in Banach spaces
Mountain pass solutions for nonsmooth elliptic problems
Another view of the maximum principle for infinite-horizon optimal control problems in economics
Necessary Optimality Conditions for Improper Infinite-Horizon Control Problems
Dynamic hemivariational inequality modeling viscoelastic contact problem with normal damped response and friction
Infinite horizon cancer treatment model with isoperimetrical constraint: existence of optimal solutions and numerical analysis
First-order necessary optimality conditions for infinite horizon optimal control problems with linear dynamics and convex objective
Nontrivial solutions for a nonlinear elliptic equation of \((p, q)\)-Laplacian type with a discontinuous nonlinearity in \(\mathbb{R}^N\)
A policy gradient framework for stochastic optimal control problems with global convergence guarantee
Existence and uniqueness results for a class of quasi-hemivariational inequalities
Nonconvex energy functions. Hemivariational inequalities and substationarity principles
On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory
Boundary hemivariational inequalities of hyperbolic type and applications

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