Control problems with mixed constraints and application to an optimal investment problem

J. Frederic Bonnans 1 Dan Tiba 2
1 Commands - Control, Optimization, Models, Methods and Applications for Nonlinear Dynamical Systems
UMA - Unité de Mathématiques Appliquées, Inria Saclay - Ile de France, CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
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Journal articles
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https://hal.inria.fr/inria-00533579
Contributor : J. Frederic Bonnans <>
Submitted on : Sunday, November 7, 2010 - 7:06:17 PM
Last modification on : Monday, September 30, 2019 - 10:46:02 AM

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  • HAL Id : inria-00533579, version 1

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J. Frederic Bonnans, Dan Tiba. Control problems with mixed constraints and application to an optimal investment problem. Mathematical Reports, Romanian Academy of Sciences, 2009, 4, pp.293-306. ⟨inria-00533579⟩

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