Necessary and sufficient conditions for optimality for singular control problems: A limit approach

A general necessary and sufficient optimality conditions for singular control problems

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex and the the variable control has two components, the first being absolutely continuous and the second singular. The system is governed by a nonlinear stochastic differential equation, in which the absolutely continuous component of the control enters both the drift and the diffusion c...

Sufficient Optimality Conditions for Multivariable Control Problems

We study optimal control problems for partial differential equations (focusing on the multidimensional differential equation) with control functions in the Dirichlet boundary conditions under pointwise control (and we admit state – by assuming weak hypotheses) constraints.

Necessary and Sucient Optimality Conditions for a Control Fuzzy Linear Problem

Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear stochastic differential equation, in which the control enters both the drift and the diffusion coefficients. By introducing a new approach, we establish necessary as well as sufficient conditions of optimality for two models. The first concer...

Necessary and sufficient optimality conditions for relaxed and strict control problems of backward systems

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we establish necessary as well as sufficient conditions of optimality for two models. The first concerns the relaxed controls, who are measure-valued processes. The sec...