Necessary conditions for a weak minimum in optimal control problems with integral equations subject to state and mixed constraints

AV Dmitruk, NP Osmolovskii - SIAM Journal on Control and Optimization, 2014 - SIAM
The first order necessary optimality conditions for a weak minimum are derived for optimal
control problems with Volterra-type integral equations, considered on a fixed time interval …

[HTML][HTML] Fractional variational calculus for nondifferentiable functions

R Almeida, DFM Torres - Computers & Mathematics with Applications, 2011 - Elsevier
We prove necessary optimality conditions, in the class of continuous functions, for variational
problems defined with Jumarie's modified Riemann–Liouville derivative. The fractional basic …

[PDF][PDF] Necessary conditions for a weak minimum in a general optimal control problem with integral equations on a variable time interval

AV Dmitruk, NP Osmolovskii - Math. Control Relat. Fields, 2017 - researchgate.net
We study an optimal control problem with a nonlinear Volterratype integral equation
considered on a nonfixed time interval, subject to endpoint constraints of equality and …

Necessary optimality conditions for enterprises production programs

D Bochnacka, D Filatova - 2017 International Conference on …, 2017 - ieeexplore.ieee.org
An idealized industrial group, consisting of two enterprises with vertical cooperation, is
considered in this paper. We assume that the both enterprises, having necessary production …

Some theoretical backgrounds for reinforcement learning model of supply chain management under stochastic demand

D Filatova, C El-Nouty… - … Conference on Information …, 2021 - ieeexplore.ieee.org
Integrated and collaborative decision-making systems have been increasingly employed by
all companies involved in the supply chain. However, steadfast fact-based decision-making …

An extended formulation of calculus of variations for incommensurate fractional derivatives with fractional performance index

A Razminia, VJ Majd, A Feyz Dizaji - Nonlinear Dynamics, 2012 - Springer
In this paper, we consider the main problem of variational calculus when the derivatives are
Riemann–Liouville-type fractional with incommensurate orders in general. As the most …

Необходимые условия слабого минимума в задачах с интегральными уравнениями

АВ Дмитрук, НП Осмоловский - Москва, 2014 - elibrary.ru
Рассматривается задача оптимального управления с интегральным уравнением типа
Вольтерра при наличии концевых, фазовых и регулярных смешанных ограничений …

Estimating the time-varying parameters of SDE models by maximum principle

DV Filatova, A Orłowski… - 2014 19th International …, 2014 - ieeexplore.ieee.org
We present a parameter estimation method of stochastic differential equations with time-
varying coefficients, where data can be observed at discrete points of time. Our objective is …

[PDF][PDF] Industrial Group Production Program under market uncertainty

D Bochnacka - 2018 - argesim.org
The effects of globalization, such as the development of economies, free movement of
capital, whether the increase in competitiveness is forcing companies to adjust strategy to …

Optimal control strategies for stochastic/deterministic bioeconomic models

D Filatova - Progress in Industrial Mathematics at ECMI 2010, 2012 - Springer
In this work the new model, namely the stochastic differential equation with multifractional
Brownian motion, is proposed to describe the dynamics of the population in the task of the …