Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints

S. M. Aseev

Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 22 (2016) no. 2, pp. 18-27

Résumé

We consider a class of infinite-horizon optimal control problems with not necessarily bounded set of control constraints. Sufficient conditions for the existence of an optimal control are derived in the general nonlinear case by means of finite-horizon approximations and the tools of the Pontryagin maximum principle. Conditions guaranteeing the uniform local boundedness of optimal controls are also obtained.

Détail

Keywords: optimal control, infinite horizon, unbounded controls, the Pontryagin maximum principle.
Mots-clés : existence of a solution

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