Infinite horizon autonomous systems with unbounded cost (Q1075282)

The authors consider time-invariant and periodic control systems defined in an infinite time horizon. The optimal cost functions typically are unbounded as the time tends to infinity. Under certain lower semicontinuity and controllability assumptions it is shown that a linear expression can be subtracted from the cost functional so that the problem reduces to one with bounded costs. For ordinary differential equations with discounted cost functionals, optimality results are determined. Two application examples are presented.