Issue |
ESAIM: COCV
Volume 14, Number 2, April-June 2008
|
|
---|---|---|
Page(s) | 381 - 409 | |
DOI | https://doi.org/10.1051/cocv:2007058 | |
Published online | 20 March 2008 |
How to state necessary optimality conditions for control problems with deviating arguments?
Ceremade, Université Paris IX-Dauphine, France; samassi@ceremade.dauphine.fr; tahraoui@ceremade.dauphine.fr
Received:
13
June
2006
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
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