Nonsmooth Continuous-Time Optimization Problems: Sufficient Conditions

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Nonsmooth Continuous-Time Multiobjective Optimization Problems with Invexity

A few Karush-Kuhn-Tucker type of sufficient optimality conditions are given in this paper for nonsmooth continuous-time nonlinear multi-objective optimization problems in the Banach space L∞ [0, T ] of all n-dimensional vector-valued Lebesgue measurable functions which are essentially bounded, using Clarke regularity and generalized convexity. Further, we establish duality theorems for Wolfe an...

متن کامل

Continuous time portfolio optimization

This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...

متن کامل

Sufficient Second Order Optimality Conditions for C Multiobjective Optimization Problems

In this work, we use the notion of Approximate Hessian introduced by Jeyakumar and Luc [19], and a special scalarization to establish sufficient optimality conditions for constrained multiobjective optimization problems. Throughout this paper, the data are assumed to be of class C, but not necessarily of class C.

متن کامل

Continuous-time Principal-Agent Problems: Necessary and Sufficient Conditions for Optimality∗

In this paper we present a unified approach to solving principal-agent problems in models driven by Brownian Motion. We apply the stochastic maximum principle to give necessary and sufficient conditions for optimal contracts, for both the symmetric information case and the hidden information case. We also make a distinction between the case of the utility from the payoff being separable or not ...

متن کامل

Continuous-Time Optimization Problems via KT-Invexity

We prove that the notion of KT-invexity for continuous-time nonlinear optimization problem is a necessary and sufficient condition for global optimality of a KarushKuhn-Tucker point.

متن کامل

ذخیره 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 Mathematical Analysis and Applications

سال: 1998

ISSN: 0022-247X

DOI: 10.1006/jmaa.1998.6024