3 papers
math.OC2021
Envelope theorems for static optimization and calculus of variations
Joël Blot, Hasan Yilmaz
We establish differentiability properties of the value function of problems of Static Optimization in an abstract infinite dimensional setting and we apply that to problems of Calc…
math.OC2020
A generalization of multiplier rules for infinite-dimensional optimization problems
Hasan Yilmaz
We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with…
math.OC2019
On the proof of Michel of the maximum Pontryagin Principle
Joël Blot, Hasan Yilmaz
We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, for a system governed by an ordinary differential equation, in presence of final c…