Duality for higher order variational control programming problems

Duality for higher order variational control programming problems

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Article ID: iaor20172576
Volume: 24
Issue: 6
Start Page Number: 1549
End Page Number: 1560
Publication Date: Nov 2017
Journal: International Transactions in Operational Research
Authors:
Keywords: optimization, programming: dynamic, programming: convex
Abstract:

In this article, a variational control problem is considered. We introduce the concept of higher order (F,G,ρ)‐convex function for a continuous case. Further, we formulate higher order mixed‐type dual for the considered problem and obtain appropriate duality results using aforesaid assumptions.

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