Open AccessON OPTIMALITY CONDITIONS FOR TRILEVEL DYNAMIC OPTIMIZATION PROBLEMS
Author(s) -
Yi-Hang Shao
Publication year - 1999
Publication title -
bulletin of informatics and cybernetics
Language(s) - English
Resource type - Journals
eISSN - 2435-743X
pISSN - 0286-522X
DOI - 10.5109/13485
Subject(s) - mathematical optimization , computer science , mathematics
In this paper, we introduce trilevel dynamic optimization problems. Reformulating the trilevel dynamic problem as a single-level optimal control problem with state-control functional constraints, we derive the necessary optimality conditions. We also show that the necessary conditions are sufficient for optimality in a 'convex' case.
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