scholarly journals Second-order sufficient optimality conditions for a semilinear optimal control problem with nonlocal radiation interface conditions

2007 ◽  
Vol 13 (4) ◽  
pp. 750-775 ◽  
Author(s):  
Christian Meyer
Keyword(s):  
Optimal Control ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimality Conditions ◽  
Second Order ◽  
Sufficient Optimality Conditions ◽  
Interface Conditions

scholarly journals Maximum Principle for Stochastic Recursive Optimal Control Problems Involving Impulse Controls

2012 ◽  
Vol 2012 ◽  
pp. 1-16 ◽  
Author(s):  
Zhen Wu ◽  
Feng Zhang
Keyword(s):  
Optimal Control ◽  
Maximum Principle ◽  
Optimal Control Problem ◽  
Control Problem ◽  
Optimality Conditions ◽  
Control Variable ◽  
Necessary Optimality Conditions ◽  
Sufficient Optimality Conditions ◽  
Linear Quadratic ◽  
Regular Control

We consider a stochastic recursive optimal control problem in which the control variable has two components: the regular control and the impulse control. The control variable does not enter the diffusion coefficient, and the domain of the regular controls is not necessarily convex. We establish necessary optimality conditions, of the Pontryagin maximum principle type, for this stochastic optimal control problem. Sufficient optimality conditions are also given. The optimal control is obtained for an example of linear quadratic optimization problem to illustrate the applications of the theoretical results.

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