First-order necessary conditions for infinite-horizon variational problems

DOI10.1007/BF02192175zbMath0843.49014MaRDI QIDQ1908634

Yanyan Li

Publication date: 2 May 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

optimal growthEuler-Lagrange equationinfinite-horizon variational problemsasymptotic first-order necessary conditionsErdmann-Weierstraß conditionHilbert differentiability

Mathematics Subject Classification ID

Economic growth models (91B62) Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (13)

Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method ⋮ Necessary conditions for nonsmooth, infinite-horizon, optimal control problems ⋮ On infinite-horizon optimal control problems ⋮ Different interpretations of the improper integral objective in an infinite horizon control problem ⋮ Infinite-horizon problems under periodicity constraint ⋮ Transversality condition for singular infinite horizon calculus of variations ⋮ SOLVING INFINITE-HORIZON OPTIMAL CONTROL PROBLEMS USING THE HAAR WAVELET COLLOCATION METHOD ⋮ Conditions implying the vanishing of the Hamiltonian at infinity in optimal control problems ⋮ Turnpike theorems by a value function approach ⋮ The Pontryagin maximum principle and problems of optimal economic growth ⋮ Infinite-Horizon Variational Principles and Almost Periodic Oscillations ⋮ Optimality in infinite-horizon variational problems under sign conditions ⋮ Sufficient conditions for infinite-horizon calculus of variations problems

Cites Work

• Mathematical Optimization and Economic Theory
• On the Transversality Condition in Infinite Horizon Optimal Problems
• Necessary Conditions for Optimal Control Problems with Infinite Horizons
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