First and second order necessary optimality conditions for controlled stochastic evolution equations with control and state constraints
نویسندگان
چکیده
منابع مشابه
Second Order Necessary and Sufficient Optimality Conditions under Abstract Constraints
In this paper we discuss second order optimality conditions in optimization problems subject to abstract constraints. Our analysis is based on various concepts of second order tangent sets and parametric duality. We introduce a condition, called second order regularity, under which there is no gap between the corresponding second order necessary and second order suucient conditions. We show tha...
متن کاملFirst- and Second-Order Optimality Conditions for Optimal Control Problems of State Constrained Integral Equations
This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with constraints of arbitrary high orders. First and second-order necessary conditions of optimality are obtained, as well as second-order sufficient conditions.
متن کاملSecond-order necessary optimality conditions for a discrete optimal control problem with mixed constraints
In this paper, we study second-order necessary optimality conditions for a discrete optimal control problem with nonconvex cost functions and state-control constraints. By establishing an abstract result on second-order necessary optimality conditions for a mathematical programming problem, we derive second-order necessary optimality conditions for a discrete optimal control problem.
متن کاملPointwise Second-Order Necessary Optimality Conditions for the Mayer Problem with Control Constraints
This paper is devoted to second order necessary optimality conditions for the Mayer optimal control problem when the control set U is a closed subset of R. We show that, in the absence of endpoint constraints, if an optimal control ū(·) is singular and integrable, then for almost every t such that ū(t) is in the interior of U , both the Goh and a generalized LegendreClebsch conditions hold true...
متن کاملSufficient Second-Order Optimality Conditions for a Parabolic Optimal Control Problem with Pointwise Control-State Constraints
An optimal control problem for a semilinear parabolic equation is investigated, where pointwise constraints are given on the control and the state. The state constraints are of mixed (bottleneck) type, where associated Lagrange multipliers can assumed to be bounded and measurable functions. Based on this property, a second-order sufficient optimality condition is established that considers stro...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 2020
ISSN: 0022-0396
DOI: 10.1016/j.jde.2019.09.045