The aim of this paper is to give a general idea to state optimality conditions of control problems in the following form: , (1) where is a set of admissible controls and is the solution of the following equation: ; . (2). The results are nonlocal and new.
Mots-clés : functionals with deviating arguments, optimal control, Euler-Lagrange equation, financial market
@article{COCV_2008__14_2_381_0, author = {Tahraoui, Rabah and Samassi, Lassana}, title = {How to state necessary optimality conditions for control problems with deviating arguments ?}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {381--409}, publisher = {EDP-Sciences}, volume = {14}, number = {2}, year = {2008}, doi = {10.1051/cocv:2007058}, mrnumber = {2394516}, zbl = {1133.49002}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv:2007058/} }
TY - JOUR AU - Tahraoui, Rabah AU - Samassi, Lassana TI - How to state necessary optimality conditions for control problems with deviating arguments ? JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2008 SP - 381 EP - 409 VL - 14 IS - 2 PB - EDP-Sciences UR - http://archive.numdam.org/articles/10.1051/cocv:2007058/ DO - 10.1051/cocv:2007058 LA - en ID - COCV_2008__14_2_381_0 ER -
%0 Journal Article %A Tahraoui, Rabah %A Samassi, Lassana %T How to state necessary optimality conditions for control problems with deviating arguments ? %J ESAIM: Control, Optimisation and Calculus of Variations %D 2008 %P 381-409 %V 14 %N 2 %I EDP-Sciences %U http://archive.numdam.org/articles/10.1051/cocv:2007058/ %R 10.1051/cocv:2007058 %G en %F COCV_2008__14_2_381_0
Tahraoui, Rabah; Samassi, Lassana. How to state necessary optimality conditions for control problems with deviating arguments ?. ESAIM: Control, Optimisation and Calculus of Variations, Tome 14 (2008) no. 2, pp. 381-409. doi : 10.1051/cocv:2007058. http://archive.numdam.org/articles/10.1051/cocv:2007058/
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