Average cost minimization problems subject to state constraints
type: Item
instance of: scholarly article
title: Average cost minimization problems subject to state constraints
zbMATH Open document ID: 1548.49029
author: Piernicola Bettiol
author: Nathalie Khalil
published in: SIAM Journal on Control and Optimization
publication date: 2024-07-09T00:00:00Z
review text: The authors establish necessary optimality conditions for a class of optimal control problems associated with a quite general first-order vector ordinary differential equation and subject to certain right endpoint and state constraints, where a kind of uncertainty is present in the dynamics, the constraints and the cost functional. The uncertainty comes from certain unknown parameters which belong to a complete separable metric space. The cost functional is the average (that is, the integral) of a given endpoint cost function with respect to a probability measure defined on the involved metric space.
Mathematics Subject Classification ID: 49K15
Mathematics Subject Classification ID: 49K99
Mathematics Subject Classification ID: 49J52
zbMATH DE Number: 7878646
zbMATH Keywords: optimal control
zbMATH Keywords: necessary optimality conditions
zbMATH Keywords: average cost
zbMATH Keywords: nonsmooth analysis
MaRDI profile type: MaRDI publication profile
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DOI: 10.1137/23M1558124
description: scientific article; zbMATH DE number 7878646