| 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
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.