Partial and full sensitivity relations are obtained for nonautonomous optimal control problems with infinite horizon subject to state constraints, assuming the associated value function to be locally Lipschitz in the state. Sufficient structural conditions are given to ensure such a Lipschitz regularity in presence of a positive discount factor, as it is typical of macroeconomics models
International audienceSensitivity relations in optimal control identify the costate trajectory and t...
Abstract. This paper provides new conditions under which optimal controls are Lipschitz continuous f...
We consider a class of infinite-horizon optimal control problems with not necessarily bounded set of...
Partial and full sensitivity relations are obtained for nonautonomous optimal control problems with ...
International audienceThis paper investigates sufficient conditions for Lipschitz regularity of the ...
International audienceWe consider the undiscounted infinite horizon optimal control problem under st...
We investigate the value function V:R+×Rn→R+∪{+∞}of the infinite horizon problem in optimal control ...
International audienceWe investigate the value function V : R+ × R n → R+ ∪ {+∞} of the infinite hor...
Necessary conditions of optimality in the form of a maximum principle are derived for state constrai...
In a series of the recent papers of the author, it was shown that the solutions and Lagrange multipl...
International audienceSensitivity relations in optimal control provide an interpretation of the cost...
In this thesis we address infinite horizon control problems subject to state constraints. Partial an...
For an optimal control problem with an infinite time horizon, assuming various terminal state condit...
Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the...
Necessary conditions of optimality are derived for optimal control problems with pathwise state cons...
International audienceSensitivity relations in optimal control identify the costate trajectory and t...
Abstract. This paper provides new conditions under which optimal controls are Lipschitz continuous f...
We consider a class of infinite-horizon optimal control problems with not necessarily bounded set of...
Partial and full sensitivity relations are obtained for nonautonomous optimal control problems with ...
International audienceThis paper investigates sufficient conditions for Lipschitz regularity of the ...
International audienceWe consider the undiscounted infinite horizon optimal control problem under st...
We investigate the value function V:R+×Rn→R+∪{+∞}of the infinite horizon problem in optimal control ...
International audienceWe investigate the value function V : R+ × R n → R+ ∪ {+∞} of the infinite hor...
Necessary conditions of optimality in the form of a maximum principle are derived for state constrai...
In a series of the recent papers of the author, it was shown that the solutions and Lagrange multipl...
International audienceSensitivity relations in optimal control provide an interpretation of the cost...
In this thesis we address infinite horizon control problems subject to state constraints. Partial an...
For an optimal control problem with an infinite time horizon, assuming various terminal state condit...
Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the...
Necessary conditions of optimality are derived for optimal control problems with pathwise state cons...
International audienceSensitivity relations in optimal control identify the costate trajectory and t...
Abstract. This paper provides new conditions under which optimal controls are Lipschitz continuous f...
We consider a class of infinite-horizon optimal control problems with not necessarily bounded set of...