Variational problems with inequality constraints.

Stuart E. Dreyfus

Expert InsightsPublished 1961

Consideration of variational problems restricted by inequality constraints after deductions of the appropriate form of the multiplier rule. It is shown that no further theory is required if the constraint explicitly involves the decision variable. The study then derives the more complex conditions necessary for optimality for curves constrained to lie in a region of the state variable space.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1961
  • Pages: 19
  • Document Number: P-2357

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Dreyfus, Stuart E., Variational problems with inequality constraints. Santa Monica, CA: RAND Corporation, 1961. https://www.rand.org/pubs/papers/P2357.html.
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