Second-Order Necessary Conditions for Optimal Control with Recursive Utilities

Yuchao Dong; Qingxin Meng

doi:10.1007/s10957-019-01518-7

Second-Order Necessary Conditions for Optimal Control with Recursive Utilities

Journal of Optimization Theory and Applications ◽

10.1007/s10957-019-01518-7 ◽

2019 ◽

Vol 182 (2) ◽

pp. 494-524 ◽

Cited By ~ 4

Author(s):

Yuchao Dong ◽

Qingxin Meng

Keyword(s):

Optimal Control ◽

Necessary Conditions ◽

Second Order ◽

Second Order Necessary Conditions

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First- and second-order necessary conditions with respect to components for discrete optimal control problems

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2019.112342 ◽

2020 ◽

Vol 364 ◽

pp. 112342

Author(s):

Misir J. Mardanov ◽

Telman K. Melikov ◽

Samin T. Malik ◽

Kamran Malikov

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Necessary Conditions ◽

Second Order ◽

Control Problems ◽

Discrete Optimal Control ◽

Second Order Necessary Conditions

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Second-Order Necessary Conditions in Pontryagin Form for Optimal Control Problems

SIAM Journal on Control and Optimization ◽

10.1137/130923452 ◽

2014 ◽

Vol 52 (6) ◽

pp. 3887-3916 ◽

Cited By ~ 10

Author(s):

J. Frédéric Bonnans ◽

Xavier Dupuis ◽

Laurent Pfeiffer

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Necessary Conditions ◽

Second Order ◽

Control Problems ◽

Second Order Necessary Conditions ◽

Pontryagin Form

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Second-order necessary conditions in optimal control: Accessory-problem results without normality conditions

Journal of Optimization Theory and Applications ◽

10.1007/bf00934437 ◽

1983 ◽

Vol 41 (1) ◽

pp. 75-106 ◽

Cited By ~ 25

Author(s):

E. G. Gilbert ◽

D. S. Bernstein

Keyword(s):

Optimal Control ◽

Necessary Conditions ◽

Second Order ◽

Second Order Necessary Conditions ◽

Accessory Problem

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On Second-Order Necessary Conditions in Optimal Control of Problems with Mixed Final Point Constraints

2019 IEEE 58th Conference on Decision and Control (CDC) ◽

10.1109/cdc40024.2019.9029546 ◽

2019 ◽

Author(s):

Helene Frankowska

Keyword(s):

Optimal Control ◽

Necessary Conditions ◽

Second Order ◽

Final Point ◽

Second Order Necessary Conditions

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Second Order Necessary Conditions and Sensitivity Relations for Optimal Control Problems on Riemannian Manifolds

2018 37th Chinese Control Conference (CCC) ◽

10.23919/chicc.2018.8483243 ◽

2018 ◽

Author(s):

Li Deng

Keyword(s):

Optimal Control ◽

Riemannian Manifolds ◽

Optimal Control Problems ◽

Necessary Conditions ◽

Second Order ◽

Control Problems ◽

Second Order Necessary Conditions

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Second order necessary conditions for optimal control problems with control and integral constraints

10.1109/cdc.1985.268560 ◽

1985 ◽

Author(s):

M. Kazemi-dehkordi ◽

Kang Shin

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Necessary Conditions ◽

Second Order ◽

Control Problems ◽

Integral Constraints ◽

Second Order Necessary Conditions

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SECOND-ORDER NECESSARY CONDITIONS FOR AN OPTIMAL CONTROL PROBLEM WITH STATE CONSTRAINTS

Bulletin of informatics and cybernetics ◽

10.5109/13410 ◽

1990 ◽

Vol 24 (1/2) ◽

pp. 53-69 ◽

Cited By ~ 2

Author(s):

Yukihiro Maruyama

Keyword(s):

Optimal Control ◽

Optimal Control Problem ◽

Control Problem ◽

State Constraints ◽

Necessary Conditions ◽

Second Order ◽

Second Order Necessary Conditions

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Second Order Necessary Conditions for Optimal Control Problems of Stochastic Evolution Equations

SIAM Journal on Control and Optimization ◽

10.1137/20m1343762 ◽

2021 ◽

Vol 59 (4) ◽

pp. 2924-2954

Author(s):

Qi Lü ◽

Haisen Zhang ◽

Xu Zhang

Keyword(s):

Optimal Control ◽

Evolution Equations ◽

Optimal Control Problems ◽

Necessary Conditions ◽

Second Order ◽

Control Problems ◽

Stochastic Evolution ◽

Stochastic Evolution Equations ◽

Second Order Necessary Conditions

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Some second-order necessary conditions in optimal control

Systems & Control Letters ◽

10.1016/0167-6911(84)90022-7 ◽

1984 ◽

Vol 5 (2) ◽

pp. 135-143 ◽

Cited By ~ 3

Author(s):

F. Lamnabhi-Lagarrigue

Keyword(s):

Optimal Control ◽

Necessary Conditions ◽

Second Order ◽

Second Order Necessary Conditions

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Second order necessary conditions for endpoints-constrained optimal control problems on Riemannian manifolds

Journal of Differential Equations ◽

10.1016/j.jde.2020.10.005 ◽

2021 ◽

Vol 272 ◽

pp. 854-910

Author(s):

Li Deng ◽

Xu Zhang

Keyword(s):

Optimal Control ◽

Riemannian Manifolds ◽

Optimal Control Problems ◽

Necessary Conditions ◽

Second Order ◽

Control Problems ◽

Constrained Optimal Control ◽

Second Order Necessary Conditions

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