Control problems with mixed constraints and application to an optimal investment problem - Inria - Institut national de recherche en sciences et technologies du numérique
Journal Articles Mathematical Reports Year : 2009

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

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Optimization and Control [math.OC]

J. Frederic Bonnans  : Connect in order to contact the contributor

https://inria.hal.science/inria-00533579

Submitted on : Sunday, November 7, 2010-7:06:17 PM

Last modification on : Thursday, August 1, 2024-1:48:06 PM

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inria-00533579 , version 1 (07-11-2010)

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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, 2009, 4, pp.293-306. ⟨inria-00533579⟩

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