Control problems with intermediate constraints: A sufficient condition

1979 ◽  
Vol 29 (2) ◽  
pp. 253-290
Author(s):  
W. I. Nathanson

Optimization ◽  
2012 ◽  
Vol 61 (1) ◽  
pp. 89-97 ◽  
Author(s):  
M. Arana-Jiménez ◽  
G. Ruiz-Garzón ◽  
A. Beato-Moreno ◽  
M.J. Zafra-Garrido




1971 ◽  
Vol 8 (4) ◽  
pp. 256-270 ◽  
Author(s):  
Weston I. Nathanson






2014 ◽  
Vol 2014 ◽  
pp. 1-10
Author(s):  
Adel Chala

We are going to study an approach of optimal control problems where the state equation is a backward doubly stochastic differential equation, and the set of strict (classical) controls need not be convex and the diffusion coefficient and the generator coefficient depend on the terms control. The main result is necessary conditions as well as a sufficient condition for optimality in the form of a relaxed maximum principle.





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