搜索结果: 1-3 共查到“运筹学 conditions”相关记录3条 . 查询时间(0.109 秒)
Conditions quadratiques pour des extrémales bang-singulières
Optimal control second order conditions control constraints singular arc bang-singular solutions
2011/8/22
Abstract: This paper deals with optimal control problems for systems affine in the control variable. We have nonnegativity constraints on the control, and finitely many equality and inequality constra...
Calculus of Tangent Sets and Derivatives of Set Valued Maps under Metric Subregularity Conditions
Bouligand tangent sets Ursescu tangent sets metric regularity set-valued derivatives
2011/8/23
Abstract: In this paper we intend to give some calculus rules for tangent sets in the sense of Bouligand and Ursescu, as well as for corresponding derivatives of set-valued maps. Both first and second...
Transversality Conditions for Higher Order Infinite Horizon Discrete Time Optimization Problems
Transversality condition Dynamic optimiza-tion Infinite horizon Higher order difference problems
2010/4/28
In this paper, we examine higher order difference problems. Using the "squeezing" argument, we derive both Euler's condition and the transversality condition. In order to derive the two conditions, tw...