While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to n

The aim of this book is to furnish the reader with a rigorous and detailed exposition of the concept of control parametrization and time scaling transformation.

Stochastic control is a very active area of research. This monograph, written by two leading authorities in the field, has been updated to reflect the latest de

The purpose of this modest report is to present in a simplified manner some of the computational methods that have been developed in the last ten years for the

While optimality conditions for optimal control problems with state constraints have been extensively investigated in the literature the results pertaining to n