The Simplest Problem in Optimal Control Revisited

Somdeb Lahiri

IIMA Working Papers from Indian Institute of Management Ahmedabad, Research and Publication Department

Abstract: In this paper, we define and study the simplest problem in optimal control theory, with differential inequalities determining the evolution of state variables. We prove necessary and sufficient conditions for optimality.

Date: 1987-08-01
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Persistent link: https://EconPapers.repec.org/RePEc:iim:iimawp:wp00770

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