scholarly journals Optimal control problems with elastic collisions

1989 ◽  
Vol 30 (4) ◽  
pp. 470-482
Author(s):  
J. M. Murray
Keyword(s):  
Optimal Control ◽  
State Vector ◽  
State Constraints ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
The State ◽  
Control Problems ◽  
Elastic Collisions ◽  
Linear State

AbstractIn this paper consider we optimal control problems with linear state constraints where the states can be discontinuous at the boundary. In fact the state vector models the cause the position and velocity of a particle where the collisions with the boundary that cause the discontinuities are elastic. Necessary conditions are derived by looking at limits of approximate problems that are unconstrained.

scholarly journals An Optimal Control Problem of Forward-Backward Stochastic Volterra Integral Equations with State Constraints

2014 ◽  
Vol 2014 ◽  
pp. 1-16
Author(s):  
Qingmeng Wei ◽  
Xinling Xiao
Keyword(s):  
Optimal Control ◽  
Variational Principle ◽  
Integral Equations ◽  
Stochastic Optimal Control ◽  
State Constraints ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
Volterra Integral Equations ◽  
Control Problems ◽  
Optimal Controls

This paper is devoted to the stochastic optimal control problems for systems governed by forward-backward stochastic Volterra integral equations (FBSVIEs, for short) with state constraints. Using Ekeland's variational principle, we obtain one kind of variational inequalities. Then, by dual method, we derive a stochastic maximum principle which gives the necessary conditions for the optimal controls.

scholarly journals Necessary conditions for infinite horizon optimal control problems with state constraints

2018 ◽  
Vol 8 (3) ◽  
pp. 535-555 ◽  
Author(s):  
Vincenzo Basco ◽  
◽  
Piermarco Cannarsa ◽  
Hélène Frankowska ◽  
Keyword(s):  
Optimal Control ◽  
State Constraints ◽  
Optimal Control Problems ◽  
Necessary Conditions ◽  
Infinite Horizon ◽  
Control Problems
Sign in / Sign up

Export Citation Format

Share Document