How to state necessary optimality conditions for control problems with deviating arguments?
Ceremade, Université Paris IX-Dauphine, France; email@example.com; firstname.lastname@example.org
The aim of this paper is to give a general idea to state optimality conditions of control problems in the following form: , (1) where is a set of admissible controls and is the solution of the following equation: ; . (2). The results are nonlocal and new.
Mathematics Subject Classification: 49J15 / 49J22 / 49J25 / 49J45 / 49K15 / 49K25 / 49K22 / 34K35 / 47E05 / 91B26 / 91B28 / 93C15
Key words: Functionals with deviating arguments / optimal control / Euler-Lagrange equation / financial market
© EDP Sciences, SMAI, 2008