scholarly journals Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints

2019 ◽  
Vol 372 (2) ◽  
pp. 1289-1331 ◽  
Author(s):  
Hélène Frankowska ◽  
Haisen Zhang ◽  
Xu Zhang
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Stochastic Optimal Control ◽  
State Constraints ◽  
Optimal Control Problems ◽  
Necessary Optimality Conditions ◽  
Control Problems ◽  
Local Minimizers

scholarly journals Necessary optimality conditions for minimax optimal control problems with mixed constraints

2021 ◽  
Author(s):  
Paola Patzi Aquino ◽  
Maria do Rosario de Pinho ◽  
Geraldo Nunes Silva
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Optimal Control Problems ◽  
Necessary Optimality Conditions ◽  
Inequality Constraints ◽  
Control Problems ◽  
Parameter Uncertainties ◽  
Minimax Optimal Control ◽  
Minimax Optimal Control Problems ◽  
Equality And Inequality Constraints

A weak maximal principle for minimax optimal control problems with mixed state-control equality and inequality constraints is provided. In the formulation of the minimax control problem we allow for parameter uncertainties in all functions involved: in the cost function, in the dynamical control system and in the equality and inequality constraints. Then a new constraint qualification of Mangassarian-Fromovitz type is introduced which allowed us to prove the necessary conditions of optimality. We also derived the optimality conditions under a full rank conditions type and showed that it is, as usual, a particular case of the Mangassarian-Fromovitz type condition case. Illustrative examples are presented.

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