Related papers: Transversality Conditions for Higher Order Infinit…
We develop a necessary stochastic maximum principle for a finite-dimensional stochastic control problem in infinite horizon under a polynomial growth and joint monotonicity assumption on the coefficients. The second assumption generalizes…
We prove higher-order Euler-Lagrange and DuBois-Reymond stationary conditions to fractional action-like variational problems. More general fractional action-like optimal control problems are also considered.
We obtain a nonsmooth higher-order extension of Noether's symmetry theorem for variational isoperimetric problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
This paper is dedicated to the analysis of infinite horizon optimal control problems subject to semilinear parabolic equations with constraints on the controls and discounted cost functionals. The discount factors on the cost and the state…
We define higher order infinitesimal noncommutative probability space and infinitesimal non-crossing cumulant functionals. In this framework, we generalize to higher order the notion of infinitesimal freeness, via a vanishing of mixed…
Infinite horizon optimization problems accompany two perplexities. First, the infinite series of utility sequences may diverge. Second, boundary conditions at the infinite terminal time may not be rigorously expressed. In this paper, we…
In this paper we study second-order optimality conditions for non-convex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well-known that second-order optimality conditions involve the support…
In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we…
Necessary and sufficient conditions for bipartite entanglement are derived, which apply to arbitrary Hilbert spaces. Motivated by the concept of witnesses, optimized entanglement inequalities are formulated solely in terms of arbitrary…
In this paper we consider the minimization of a continuous function that is potentially not differentiable or not twice differentiable on the boundary of the feasible region. By exploiting an interior point technique, we present first- and…
We prove a necessary optimality condition of Euler-Lagrange type for quantum variational problems involving Hahn's derivatives of higher-order.
For an infinite-horizon continuous-time optimal stopping problem under non-exponential discounting, we look for an optimal equilibrium, which generates larger values than any other equilibrium does on the entire state space. When the…
We consider an extension of the continuous shearlet transform which additionally uses higher order shears. This extension, called the Taylorlet transform, allows for a detection of the position, the orientation, the curvature and other…
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…
We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…
This paper investigates the necessary conditions of optimality for uni- formly overtaking optimal control on infinite horizon with free right endpoint. Clarke's form of the Pontryagin Maximum Principle is proved without the as- sumption on…
It has been recently established that a deterministic infinite horizon discounted optimal control problem in discrete time is closely related to a certain infinite dimensional linear programming problem and its dual. In the present paper,…
This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…