On duality in problems of optimal control described by convex differential inclusions of Goursat-Darboux type

E. N. Mahmudov

doi:10.1016/j.jmaa.2005.01.037

On duality in problems of optimal control described by convex differential inclusions of Goursat-Darboux type

E. N. Mahmudov^*

^*Corresponding author for this work

Istanbul University

Research output: Contribution to journal › Article › peer-review

38 Citations (Scopus)

Abstract

Sufficient conditions of optimality are derived for convex and non-convex problems with state constraints on the basis of the apparatus of locally conjugate mappings. The duality theorem is formulated and the conditions under which the direct and dual problems are connected by the duality relation are searched for.

Original language	English
Pages (from-to)	628-640
Number of pages	13
Journal	Journal of Mathematical Analysis and Applications
Volume	307
Issue number	2
DOIs	https://doi.org/10.1016/j.jmaa.2005.01.037
Publication status	Published - 15 Jul 2005
Externally published	Yes

Keywords

Conjugate function
Duality state constraints and duality
Multivalued mappings
Subdifferential

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10.1016/j.jmaa.2005.01.037

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abstract = "Sufficient conditions of optimality are derived for convex and non-convex problems with state constraints on the basis of the apparatus of locally conjugate mappings. The duality theorem is formulated and the conditions under which the direct and dual problems are connected by the duality relation are searched for.",

keywords = "Conjugate function, Duality state constraints and duality, Multivalued mappings, Subdifferential",

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AB - Sufficient conditions of optimality are derived for convex and non-convex problems with state constraints on the basis of the apparatus of locally conjugate mappings. The duality theorem is formulated and the conditions under which the direct and dual problems are connected by the duality relation are searched for.

KW - Conjugate function

KW - Duality state constraints and duality

KW - Multivalued mappings

KW - Subdifferential

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M3 - Article

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JO - Journal of Mathematical Analysis and Applications

JF - Journal of Mathematical Analysis and Applications

IS - 2

ER -

On duality in problems of optimal control described by convex differential inclusions of Goursat-Darboux type

Abstract

Keywords

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