IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v196y2023i2d10.1007_s10957-022-02143-7.html
   My bibliography  Save this article

Regularity of Multipliers for Multiobjective Optimal Control Problems Governed by Evolution Equations

Author

Listed:
  • Tuan Nguyen Dinh

    (University of Economics Ho Chi Minh City)

Abstract

This article is concerned with multiobjective optimal control problems, driven by evolution equations, and involving implicit control constraints and mixed pointwise control-state constraints in infinite dimensional separable Banach spaces. We consider bounded controls and inclusion-type mixed pointwise constraints, which are given in terms of measurable set-valued mappings whose images are closed convex sets with nonempty interior. In this case, the multiplier associated with mixed constraints is an element of the dual space of the Banach space-valued essentially bounded functions. Exploiting the combination of the Ioffe-Levin decomposition theorem for this dual and a Lagrange multiplier theorem obtained for an abstract multi-criteria optimization framework, we set up Fritz-John necessary optimality conditions, in the presence of integrable functions and singular measures as multipliers, for local weak Pareto solutions of the problems under investigation. Moreover, we give some conditions under which the multipliers are regular. An example of application of the main result is also provided to show the existence of a nontrivial singular measure.

Suggested Citation

  • Tuan Nguyen Dinh, 2023. "Regularity of Multipliers for Multiobjective Optimal Control Problems Governed by Evolution Equations," Journal of Optimization Theory and Applications, Springer, vol. 196(2), pages 762-796, February.
  • Handle: RePEc:spr:joptap:v:196:y:2023:i:2:d:10.1007_s10957-022-02143-7
    DOI: 10.1007/s10957-022-02143-7
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-022-02143-7
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-022-02143-7?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Andrew Heunis, 2015. "Quadratic minimization with portfolio and terminal wealth constraints," Annals of Finance, Springer, vol. 11(2), pages 243-282, May.
    2. Hiai, Fumio & Umegaki, Hisaharu, 1977. "Integrals, conditional expectations, and martingales of multivalued functions," Journal of Multivariate Analysis, Elsevier, vol. 7(1), pages 149-182, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Wang, Rongming & Wang, Zhenpeng, 1997. "Set-Valued Stationary Processes," Journal of Multivariate Analysis, Elsevier, vol. 63(1), pages 180-198, October.
    2. Ezzaki, Fatima & Tahri, Khalid, 2019. "Representation theorem of set valued regular martingale: Application to the convergence of set valued martingale," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    3. Reza Ezzati & Shokrollah Ziari, 2012. "Approximation of fuzzy integrals using fuzzy bernstein polynomials," Fuzzy Information and Engineering, Springer, vol. 4(4), pages 415-423, December.
    4. Tito Homem-de-Mello, 2001. "Estimation of Derivatives of Nonsmooth Performance Measures in Regenerative Systems," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 741-768, November.
    5. López-Díaz, Miguel, 2006. "An indexed multivariate dispersion ordering based on the Hausdorff distance," Journal of Multivariate Analysis, Elsevier, vol. 97(7), pages 1623-1637, August.
    6. Jang, Lee-Chae & Kwon, Joong-Sung, 1998. "A uniform strong law of large numbers for partial sum processes of Banach space-valued random sets," Statistics & Probability Letters, Elsevier, vol. 38(1), pages 21-25, May.
    7. Daniela Neykova & Marcos Escobar & Rudi Zagst, 2015. "Optimal investment in multidimensional Markov-modulated affine models," Annals of Finance, Springer, vol. 11(3), pages 503-530, November.
    8. Kosaku Takanashi, 2017. "Local Asymptotic Normality of Infinite-Dimensional Concave Extended Linear Models," Keio-IES Discussion Paper Series 2017-012, Institute for Economics Studies, Keio University.
    9. Fabián Flores-Bazán & Luis González-Valencia, 2021. "Characterizing Existence of Minimizers and Optimality to Nonconvex Quadratic Integrals," Journal of Optimization Theory and Applications, Springer, vol. 188(2), pages 497-522, February.
    10. Bhowmik, Anuj, 2013. "Edgeworth equilibria: separable and non-separable commodity spaces," MPRA Paper 46796, University Library of Munich, Germany.
    11. Terán, Pedro, 2003. "A strong law of large numbers for random upper semicontinuous functions under exchangeability conditions," Statistics & Probability Letters, Elsevier, vol. 65(3), pages 251-258, November.
    12. De Simone, Anna & Graziano, Maria Gabriella, 2003. "Cone conditions in oligopolistic market models," Mathematical Social Sciences, Elsevier, vol. 45(1), pages 53-73, February.
    13. Teemu Pennanen, 2011. "Convex Duality in Stochastic Optimization and Mathematical Finance," Mathematics of Operations Research, INFORMS, vol. 36(2), pages 340-362, May.
    14. Henry, Marc, 2007. "A representation of decision by analogy," Journal of Mathematical Economics, Elsevier, vol. 43(7-8), pages 771-794, September.
    15. Guillermo Ayala & María Concepción López-Díaz & Miguel López-Díaz & Lucía Martínez-Costa, 2015. "Methods and Algorithms to Test the Hausdorff and Simplex Dispersion Orders with an R Package," Methodology and Computing in Applied Probability, Springer, vol. 17(3), pages 661-675, September.
    16. Emmanuel Lepinette, 2020. "Random optimization on random sets," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 91(1), pages 159-173, February.
    17. Jinping Zhang & Keming Zhang, 2022. "Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis," Papers 2201.02987, arXiv.org, revised Jul 2022.
    18. Lopez-Diaz, Miguel & Rodriguez-Muniz, Luis J., 2007. "Influence diagrams with super value nodes involving imprecise information," European Journal of Operational Research, Elsevier, vol. 179(1), pages 203-219, May.
    19. Ilya Molchanov & Anja Muhlemann, 2019. "Nonlinear expectations of random sets," Papers 1903.04901, arXiv.org.
    20. Ayala, Guillermo & López-Díaz, Miguel, 2009. "The simplex dispersion ordering and its application to the evaluation of human corneal endothelia," Journal of Multivariate Analysis, Elsevier, vol. 100(7), pages 1447-1464, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:196:y:2023:i:2:d:10.1007_s10957-022-02143-7. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.