Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints
There has been a longstanding interest in deriving conditions under which dynamic optimization problems are normal, that is, the necessary conditions of optimality (NCO) can be written with a nonzero multiplier associated with the objective function. This paper builds upon previous results on nondeg...
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Format: | article |
Language: | eng |
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2013
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Online Access: | http://hdl.handle.net/1822/20737 |
Country: | Portugal |
Oai: | oai:repositorium.sdum.uminho.pt:1822/20737 |