Related papers: Necessary Optimality Conditions for Higher-Order I…
We prove a necessary optimality condition of Euler--Lagrange type for the calculus of variations with Omega derivatives, which turns out to be sufficient under jointly convexity of the Lagrangian.
This paper studies multiobjective optimal control problems in the continuous-time framework when the space of states and the space of controls are infinite-dimensional and with lighter smoothness assumptions than the usual ones. The paper…
We obtain a nonsmooth extension of Noether's symmetry theorem for variational problems with delayed arguments. The result is proved to be valid in the class of Lipschitz functions, as long as the delayed Euler-Lagrange extremals are…
We develop a variational technique for some wide classes of nonlinear evolutions. The novelty here is that we derive the main information directly from the corresponding Euler-Lagrange equations. In particular, we prove that not only the…
The aim of this paper is to bring together a new type of quantum calculus, namely $p $-calculus, and variational calculus. We develop $p $-variational calculus and obtain a necessary optimality condition of Euler-Lagrange type and a…
In the present work, we formulate a necessary condition for functionals with Lagrangians depending on fractional derivatives of differentiable functions to possess an extremum. The Euler-Lagrange equation we obtained generalizes previously…
In this paper, we describe a geometric setting for higher-order lagrangian problems on Lie groups. Using left-trivialization of the higher-order tangent bundle of a Lie group and an adaptation of the classical Skinner-Rusk formalism, we…
This paper studies the utility maximization problem with changing time horizons in the incomplete Brownian setting. We first show that the primal value function and the optimal terminal wealth are continuous with respect to the time horizon…
Necessary conditions of optimality in the form of the Pontryagin Maximum Principle are derived for the Bolza-type discounted problem with free right end. The optimality is understood in the sense of the uniformly overtaking optimality. Such…
The calculus of variations on time scales is considered. We propose a new approach to the subject that consists in applying a differentiation tool called the contingent epiderivative. It is shown that the contingent epiderivative applied to…
Isoperimetric problems consist in minimizing or maximizing a cost functional subject to an integral constraint. In this work, we present two fractional isoperimetric problems where the Lagrangian depends on a combined Caputo derivative of…
We prove Euler-Lagrange fractional equations and sufficient optimality conditions for problems of the calculus of variations with functionals containing both fractional derivatives and fractional integrals in the sense of Riemann-Liouville.
We prove general necessary optimality conditions for delta-nabla isoperimetric problems of the calculus of variations.
This paper provides second-order optimality conditions for optimization problems with generalized equation constraints (GEPs), a framework that encompasses several important and challenging models in mathematical programming, including…
In the work, the property of the second-order subdifferential is studied and second-order optimality conditions are obtained for the minimization problem. We also obtained necessary and sufficient conditions for an extremum for the extremal…
We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…
The study of fractional variational problems with derivatives in the sense of Caputo is a recent subject, the main results being Agrawal's necessary optimality conditions of Euler-Lagrange and respective transversality conditions. Using…
We establish Euler-Lagrange equations for a problem of Calculus of variations where the unknown variable contains a term of delay on a segment.
In the present work, we obtain the constants of motion for isoperimetric variational problems with time delay. We consider a constrained optimization problem where the Lagrangian function defining the functional depends on time delayed…
We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums…