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Optimality conditions in some control problems with random perturbations

✍ Scribed by B.E. Fedunov


Publisher
Elsevier Science
Year
1971
Weight
866 KB
Volume
11
Category
Article
ISSN
0041-5553

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Sufficient conditions for optimal contro
✍ E. Galewska; A. Nowakowski πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 117 KB

## Abstract In this paper we derive sufficient conditions for optimal control problems with mixed control and state constraints by applying a dual approach to the dynamic programming. These conditions guarantee that a relative minimum is achieved. We seek an optimal pair in the class of those admis