Pointwise Second-order Necessary Conditions for Stochastic Optimal Controls, Part I: The Case of Convex Control Constraint

SIAM Journal on Control and Optimization ◽

10.1137/14098627x ◽

2015 ◽

Vol 53 (4) ◽

pp. 2267-2296 ◽

Author(s):

Haisen Zhang ◽

Xu Zhang

Keyword(s):

Necessary Conditions ◽

Second Order ◽

Optimal Controls ◽

Control Constraint ◽

Second Order Necessary Conditions ◽

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Some results on pointwise second-order necessary conditions for stochastic optimal controls

Science China Mathematics ◽

10.1007/s11425-015-5080-7 ◽

2015 ◽

Vol 59 (2) ◽

pp. 227-238 ◽

Author(s):

HaiSen Zhang ◽

Xu Zhang

Keyword(s):

Necessary Conditions ◽

Second Order ◽

Optimal Controls ◽

Second Order Necessary Conditions

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Pointwise Second-Order Necessary Conditions for Stochastic Optimal Controls, Part II: The General Case

SIAM Journal on Control and Optimization ◽

10.1137/15m1045478 ◽

2017 ◽

Vol 55 (5) ◽

pp. 2841-2875 ◽

Author(s):

Haisen Zhang ◽

Xu Zhang

Keyword(s):

Necessary Conditions ◽

Second Order ◽

Optimal Controls ◽

Second Order Necessary Conditions

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First and second order necessary conditions for stochastic optimal controls

Journal of Differential Equations ◽

10.1016/j.jde.2016.11.041 ◽

2017 ◽

Vol 262 (6) ◽

pp. 3689-3736 ◽

Author(s):

Hélène Frankowska ◽

Haisen Zhang ◽

Xu Zhang

Keyword(s):

Necessary Conditions ◽

Second Order ◽

Optimal Controls ◽

Second Order Necessary Conditions

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Second order necessary conditions for nonsmooth optimum problems with constraints

World Congress of Nonlinear Analysts '92 ◽

10.1515/9783110883237.2337 ◽

1996 ◽

pp. 2337-2346

Keyword(s):

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 for differential–difference inclusion problems

Nonlinear Analysis ◽

10.1016/j.na.2005.04.018 ◽

2005 ◽

Vol 62 (6) ◽

pp. 963-974 ◽

Author(s):

Aurelian Cernea

Keyword(s):

Necessary Conditions ◽

Second Order ◽

Inclusion Problems ◽

Second Order Necessary Conditions ◽

Difference Inclusion

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Second-Order Necessary Conditions for a Strong Local Minimum in a Control Problem with General Control Constraints

Applied Mathematics & Optimization ◽

10.1007/s00245-017-9461-x ◽

2017 ◽

Vol 80 (1) ◽

pp. 135-164 ◽

Author(s):

Hélène Frankowska ◽

Nikolai P. Osmolovskii

Keyword(s):

Control Problem ◽

Local Minimum ◽

Necessary Conditions ◽

Second Order ◽

Control Constraints ◽

General Control ◽

Second Order Necessary Conditions ◽

Strong Local Minimum

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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 ◽

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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Shape optimization analysis: First- and second-order necessary conditions

Optimal Control Applications and Methods ◽

10.1002/oca.4660110206 ◽

1990 ◽

Vol 11 (2) ◽

pp. 173-190 ◽

Author(s):

H. Cabuk ◽

V. Modi

Keyword(s):

Shape Optimization ◽

Necessary Conditions ◽

Second Order ◽

Optimization Analysis ◽

Second Order Necessary Conditions

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Second-order necessary conditions for discrete inclusions with end point constraints

Discussiones Mathematicae Differential Inclusions Control and Optimization ◽

10.7151/dmdico.1058 ◽

2005 ◽

Vol 25 (1) ◽

pp. 47

Author(s):

Aurelian Cernea

Keyword(s):

Necessary Conditions ◽

Second Order ◽

End Point ◽

Second Order Necessary Conditions

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