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Optimal control problems with differential inclusions: Sufficiency conditions and an application to a production-inventory model

✍ Scribed by Richard F. Hartl; Suresh P. Sethi


Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
818 KB
Volume
5
Category
Article
ISSN
0143-2087

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✦ Synopsis


In this paper we derive useful sufficiency optimality conditions for a class of optimal control problems subject to differential inclusions and involving non-differentiable functions. A production-inventory problem is solved to illustrate our results. KEY WORDS Sufficient conditions Differential inclusions Non-differentiable functions Economic applications * Note that (28) is obtained from (11) by setting I = 1. This is because the alternative value I = 0 would mean i. + I p(T) I = 0 and contradict the non-vanishing property of 1 +I At) I. See also the second remark of Section 5.