The Pontryagin Maximum Principle and Transversality Conditions for an Optimal Control Problem with Infinite Time Interval
Informatics and Automation, Differential equations. Certain mathematical problems of optimal control, Tome 233 (2001), pp. 71-88
Voir la notice de l'article provenant de la source Math-Net.Ru
A class of nonlinear optimal control problems with infinite time interval is investigated that arise in mathematical economics. Necessary conditions of optimality in the form of the Pontryagin maximum principle are obtained that contain additional conditions on the adjoint function and on the behavior of the Hamiltonian at infinity. In some cases, these additional conditions guarantee the validity of the usual transversality conditions at infinity.
@article{TRSPY_2001_233_a1,
author = {S. M. Aseev and A. V. Kryazhimskii and A. M. Tarasyev},
title = {The {Pontryagin} {Maximum} {Principle} and {Transversality} {Conditions} for an {Optimal} {Control} {Problem} with {Infinite} {Time} {Interval}},
journal = {Informatics and Automation},
pages = {71--88},
publisher = {mathdoc},
volume = {233},
year = {2001},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TRSPY_2001_233_a1/}
}
TY - JOUR AU - S. M. Aseev AU - A. V. Kryazhimskii AU - A. M. Tarasyev TI - The Pontryagin Maximum Principle and Transversality Conditions for an Optimal Control Problem with Infinite Time Interval JO - Informatics and Automation PY - 2001 SP - 71 EP - 88 VL - 233 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TRSPY_2001_233_a1/ LA - ru ID - TRSPY_2001_233_a1 ER -
%0 Journal Article %A S. M. Aseev %A A. V. Kryazhimskii %A A. M. Tarasyev %T The Pontryagin Maximum Principle and Transversality Conditions for an Optimal Control Problem with Infinite Time Interval %J Informatics and Automation %D 2001 %P 71-88 %V 233 %I mathdoc %U http://geodesic.mathdoc.fr/item/TRSPY_2001_233_a1/ %G ru %F TRSPY_2001_233_a1
S. M. Aseev; A. V. Kryazhimskii; A. M. Tarasyev. The Pontryagin Maximum Principle and Transversality Conditions for an Optimal Control Problem with Infinite Time Interval. Informatics and Automation, Differential equations. Certain mathematical problems of optimal control, Tome 233 (2001), pp. 71-88. http://geodesic.mathdoc.fr/item/TRSPY_2001_233_a1/