Geodesic
On necessary conditions of optimality for infinite horizon problems
Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, Tome 39 (2012) no. 1, pp. 143-144.

Voir la notice de l'article provenant de la source Math-Net.Ru

In the works of S. M. Aseev, A. V. Kryazhimskii, V. M. Veliov, the boundary value problem for equations of the Pontryagin Maximum Principle was suggested. Each of the optimal pair (control, trajectory) corresponds to a unique solution of this boundary value problem. This work is devoted to the study of similar transversality conditions without any assumptions on the discount rate.
Keywords: optimal control, infinite horizon problem, transversality condition for infinity, necessary conditions of optimality
Mots-clés : Lagrange multipliers. 
@article{IIMI_2012_39_1_a68,
     author = {D. V. Khlopin},
     title = {On necessary conditions of optimality for infinite horizon problems},
     journal = {Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta},
     pages = {143--144},
     publisher = {mathdoc},
     volume = {39},
     number = {1},
     year = {2012},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/IIMI_2012_39_1_a68/}
}
TY  - JOUR
AU  - D. V. Khlopin
TI  - On necessary conditions of optimality for infinite horizon problems
JO  - Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta
PY  - 2012
SP  - 143
EP  - 144
VL  - 39
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/IIMI_2012_39_1_a68/
LA  - ru
ID  - IIMI_2012_39_1_a68
ER  - 
%0 Journal Article
%A D. V. Khlopin
%T On necessary conditions of optimality for infinite horizon problems
%J Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta
%D 2012
%P 143-144
%V 39
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/IIMI_2012_39_1_a68/
%G ru
%F IIMI_2012_39_1_a68
D. V. Khlopin. On necessary conditions of optimality for infinite horizon problems. Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, Tome 39 (2012) no. 1, pp. 143-144. http://geodesic.mathdoc.fr/item/IIMI_2012_39_1_a68/

[1] Pontryagin L.S., Boltyanskii V.G., Gamkrelidze R.V., Mischenko E.F., Matematicheskaya teoriya optimalnykh protsessov, Fizmatgiz, M., 1961

[2] Halkin H., “Necessary Conditions for Optimal Control Problems with Infinite Horizons”, Econometrica, 42 (1974), 267–272 | DOI | MR | Zbl

[3] Aseev S.M., Kryazhimskii A.V., “The Pontryagin maximum principle and transversality conditions for a class of optimal control problems with infinite time horizons”, SIAM J. Control Optim., 43 (2004), 1094–1119 | DOI | MR | Zbl

[4] Aseev S.M., Kryazhimskii A.V., “Printsip maksimuma Pontryagina i zadachi optimalnogo ekonomicheskogo rosta”, Trudy Matematicheskogo Instituta im. V. A. Steklova, 257, 2007, 3–271 | MR | Zbl

[5] Aseev S.M., Veliov V.M., “Maximum Principle for infinite-horizon optimal control; problems with dominating discount”, Dynamics of Continuous, Discrete and Impulsive Systems, Series B, 19:1–2 (2012), 43–63 | MR