Abstract
A direct method for the global extremization of a class of integrals, introduced in Refs. 1–3, is generalized to allow for constraints in the form of differential conditions and by considering the so-called infinite-horizon case.
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References
Leitmann, G., A Note on Absolute Extrema of Certain Integrals, International Journal of Nonlinear Mechanics, Vol. 2 pp. 55–59, 1967.
Leitmann, G., On a Class of Direct Optimization Problems, Journal of Optimization Theory and Applications, Vol. 108, pp. 467–481, 2001.
Leitmann, G., On a Method of Direct Optimization, Journal of Computational Technologies (to appear).
Dockner, E. J., and Leitmann, G., Coordinate Transformations and the Derivation of Open-Loop Nash Equilibria, Journal of Optimization Theory and Applications, Vol. 110, pp. 1–15, 2001.
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Leitmann, G. Some Extensions to a Direct Optimization Method. Journal of Optimization Theory and Applications 111, 1–6 (2001). https://doi.org/10.1023/A:1017560112706
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DOI: https://doi.org/10.1023/A:1017560112706