Necessary Optimality Conditions for Nonautonomous Control Systems with an Infinite Time Horizon
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Optimal control, Tome 262 (2008), pp. 187-195.

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

We consider a nonautonomous optimal control problem on an infinite time horizon with an integral functional containing a positive discounting factor. In the case of a dominating discounting factor, we obtain a variant of the Pontryagin maximum principle that contains explicit expressions for the adjoint variable and the Hamiltonian of the problem.
@article{TM_2008_262_a13,
     author = {N. A. Malysh},
     title = {Necessary {Optimality} {Conditions} for {Nonautonomous} {Control} {Systems} with an {Infinite} {Time} {Horizon}},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {187--195},
     publisher = {mathdoc},
     volume = {262},
     year = {2008},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TM_2008_262_a13/}
}
TY  - JOUR
AU  - N. A. Malysh
TI  - Necessary Optimality Conditions for Nonautonomous Control Systems with an Infinite Time Horizon
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2008
SP  - 187
EP  - 195
VL  - 262
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TM_2008_262_a13/
LA  - ru
ID  - TM_2008_262_a13
ER  - 
%0 Journal Article
%A N. A. Malysh
%T Necessary Optimality Conditions for Nonautonomous Control Systems with an Infinite Time Horizon
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2008
%P 187-195
%V 262
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TM_2008_262_a13/
%G ru
%F TM_2008_262_a13
N. A. Malysh. Necessary Optimality Conditions for Nonautonomous Control Systems with an Infinite Time Horizon. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Optimal control, Tome 262 (2008), pp. 187-195. http://geodesic.mathdoc.fr/item/TM_2008_262_a13/

[1] Aseev S. M., Kryazhimskii A. V., Printsip maksimuma Pontryagina i zadachi optimalnogo ekonomicheskogo rosta, Tr. MIAN, 257, Nauka, M., 2007 | MR

[2] Demidovich B. P., Lektsii po matematicheskoi teorii ustoichivosti, Izd-vo MGU, M., 1998 | MR

[3] Kolmogorov A. N., Fomin S. V., Elementy teorii funktsii i funktsionalnogo analiza, Nauka, M., 1976 | MR

[4] Pontryagin L. S., Boltyanskii V. G., Gamkrelidze R. V., Mischenko E. F., Matematicheskaya teoriya optimalnykh protsessov, Nauka, M., 1969 | Zbl

[5] Filippov A. F., “O nekotorykh voprosakh teorii optimalnogo regulirovaniya”, Vestn. Mosk. un-ta. Ser. mat., mekh., astron., fiz., khim., 1959, no. 2, 25–32 | MR | Zbl

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

[7] Aubin J.-P., Clarke F. H., “Shadow prices and duality for a class of optimal control problems”, SIAM J. Control and Optim., 17 (1979), 567–586 | DOI | MR | Zbl

[8] Balder E. J., “An existence result for optimal economic growth problems”, J. Math. Anal. and Appl., 95 (1983), 195–213 | DOI | MR | Zbl

[9] Carlson D. A., Haurie A. B., Leizarowitz A., Infinite horizon optimal control. Deterministic and stochastic systems, Springer, Berlin, 1991 | Zbl

[10] Halkin H., “Necessary conditions for optimal control problems with infinite horizons”, Econometrica, 42 (1974), 267–272 | DOI | MR | Zbl

[11] Michel P., “On the transversality condition in infinite horizon optimal problems”, Econometrica, 50 (1982), 975–985 | DOI | MR | Zbl