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Free time and mixed constrained optimal control problems
(2010-12-01)
We consider free time optimal control problems with pointwise set control constraints u(t) ∈ U(t). Here we derive necessary conditions of optimality for those problem where the set U(t) is defined by equality and inequality ...
Optimal Portfolio and Consumption in a Switching Diffusion MarketOptimal Portfolio and Consumption in a Switching Diffusion Market
(Sociedade Brasileira de Econometria, 2004)
The singular optimal control of switched systems
(Nova Science Publishers, Inc., 2017-01-01)
This chapter studies a singular case of Optimal Control Problems(OCPs) governed by a class of switched control systems. We proposea new mathematical formalism for this type of switched dynamic systemsand study OCPs with a ...
Free time and mixed constrained optimal control problems
(2010-12-01)
We consider free time optimal control problems with pointwise set control constraints u(t) ∈ U(t). Here we derive necessary conditions of optimality for those problem where the set U(t) is defined by equality and inequality ...
A maximum principle for infinite time asymptotically stable impulsive dynamic control systems
(2010-12-01)
We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary ...
A maximum principle for infinite time asymptotically stable impulsive dynamic control systems
(2010-12-01)
We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary ...
A maximum principle for constrained infinite horizon dynamic control systems
(2011-12-01)
This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality ...
A maximum principle for constrained infinite horizon dynamic control systems
(2011-12-01)
This article presents and discusses a maximum principle for infinite horizon constrained optimal control problems with a cost functional depending on the state at the final time. The main feature of these optimality ...