Value function, relaxation, and transversality conditions in infinite horizon optimal control

DOI10.1016/J.JMAA.2017.02.009zbMath1376.49016OpenAlexW2586939690WikidataQ103899642 ScholiaQ103899642MaRDI QIDQ2408632

Hélène Frankowska, Piermarco Cannarsa

Publication date: 12 October 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.02.009

zbMATH Keywords

maximum principleinfinite horizon problemrelaxation theoremvalue functionsensitivity relation

Mathematics Subject Classification ID

Regularity of solutions in optimal control (49N60) Methods involving semicontinuity and convergence; relaxation (49J45) Optimality conditions (49K99)

Related Items (10)

The maximum principle for optimal control of BSDEs with locally Lipschitz coefficients ⋮ Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces ⋮ Remarks on finite and infinite time-horizon optimal control problems ⋮ Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions ⋮ Another view of the maximum principle for infinite-horizon optimal control problems in economics ⋮ Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws ⋮ Hamilton-Jacobi-Bellman equations with time-measurable data and infinite horizon ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints ⋮ A viscosity solution approach to regularity properties of the optimal value function ⋮ When does stabilizability imply the existence of infinite horizon optimal control in nonlinear systems?

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