Search Results - subject:"minimum principle"

Optimal control of (bio-)chemical reactors: generic properties of time and space dependent optimization

Smets, Ilse Y.; Impe, Jan F. Van - In: Mathematics and Computers in Simulation (MATCOM) 60 (2002) 6, pp. 475-486

cost criterion is defined. Application of the Minimum Principle of Pontryagin leads to extremal control profile structures …

Persistent link: https://www.econbiz.de/10010749411

Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems

Heyde, F.; Grecksch, W.; Tammer, Chr. - In: Mathematical Methods of Operations Research 54 (2001) 3, pp. 425-438

In this paper necessary and sufficient conditions for a multicriteria stochastic control problem are stated. Moreover the convergence of a finite difference approximation method for the solution of the resulting system of second order PDEs is shown. Copyright Springer-Verlag Berlin Heidelberg 2001

Persistent link: https://www.econbiz.de/10010794918

Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems

Heyde, F.; Grecksch, W.; Tammer, Chr. - In: Computational Statistics 54 (2001) 3, pp. 425-438

Persistent link: https://www.econbiz.de/10010847710

A necessary extremality condition for a set-valued stochastic control problem

Fritsch, Hagen - In: Mathematical Methods of Operations Research 46 (1997) 1, pp. 29-49

necessary extremality condition in form of a minimum principle. Copyright Physica-Verlag 1997 …

Persistent link: https://www.econbiz.de/10010950289

A necessary extremality condition for a set-valued stochastic control problem

Fritsch, Hagen - In: Computational Statistics 46 (1997) 1, pp. 29-49

necessary extremality condition in form of a minimum principle. Copyright Physica-Verlag 1997 …

Persistent link: https://www.econbiz.de/10010759499