Optimality conditions in a vector continuous-time optimization problem
نویسندگان
چکیده
منابع مشابه
Second- and First-Order Optimality Conditions in Vector Optimization
In this paper we obtain secondand first-order optimality conditions of Kuhn-Tucker type and Fritz John one for weak efficiency in the vector problem with inequality constraints. In the necessary conditions we suppose that the objective function and the active constraints are continuously differentiable. We introduce notions of KTSP-invex problem and second-order KTSP-invex one. We obtain that t...
متن کاملOptimality Conditions for Vector Optimization with Set-Valued Maps
In this paper, we establish a Farkas-Minkowski type alternative theorem under the supposition of nearly semiconvexlike set-valued maps. Based on the alternative theorem and some other lemmas, we present necessary optimality conditions and sufficient optimality conditions for set-valued vector optimization problems with extended inequality constraints in a sense of weak E-minimizers.
متن کاملOn Optimality Conditions for Abstract Convex Vector Optimization Problems
A sequential optimality condition characterizing the efficient solution without any constraint qualification for an abstract convex vector optimization problem is given in sequential forms using subdifferentials and 2-subdifferentials. Another sequential condition involving only the subdifferentials, but at nearby points to the efficient solution for constraints, is also derived. Moreover, we p...
متن کاملOptimality conditions for approximate solutions of vector optimization problems with variable ordering structures
We consider nonconvex vector optimization problems with variable ordering structures in Banach spaces. Under certain boundedness and continuity properties we present necessary conditions for approximate solutions of these problems. Using a generic approach to subdifferentials we derive necessary conditions for approximate minimizers and approximately minimal solutions of vector optimizatio...
متن کاملContinuous 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 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: Computers & Mathematics with Applications
سال: 2012
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2011.11.026