Necessary Conditions for Optimal Control Problems with Infinite Horizons

Optimality conditions (49K99) Hamilton-Jacobi theories (49L99) Mathematical economics (91B99) Control/observation systems governed by ordinary differential equations (93C15)

Cited in

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The Pontryagin maximum principle and problems of optimal economic growth
Existence of finitely optimal solutions for infinite-horizon optimal control problems
The existence of optimal consumption policies in optimal economic growth models with nonconvex technologies
On the existence of sporadically catching-up optimal solutions for infinite-horizon optimal control problems
On the open-loop Nash equilibrium in LQ-games
Minimum principle for systems with boundary conditions and cost having Stieltjes-type integrals
Transversality condition and optimality in a class of infinite horizon continuous time economic models
Optimal control on an infinite time horizon
Stability, structural stability, and games: Toward a theory of differential hypergames
Uniformly overtaking and weakly overtaking optimal solutions in infinite horizon optimal control: When optimal solutions are agreeable
On the optimal exploitation of interacting resources
Maximum principle for control problems with uncertain horizon and variable discount rate
Nonsmooth maximum principle for infinite-horizon problems
Recursive utility and optimal capital accumulation. II: Sensitivity and duality theory
On the selection of one feedback Nash equilibrium in discounted linear-quadratic games
Regulator problems on unbounded domains. Stationarity-optimal control-asymptotic controllability
Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information
Solutions to constrained optimal control problems with linear systems
On agreements in a nonrenewable resource market: a cooperative differential game approach
Suzdal conference--3. Proceedings of the international conference on dynamical systems and differential equations, Suzdal, Russia, July 1--6, 2002. Part 3. Transl. from the Russian
On a sufficient transversality condition for infinite horizon optimal control problems
Necessary conditions for an infinite time optimal control problem
An optimal control problem with a random stopping time
Existence of efficient solutions in infinite horizon optimization under continuous and discrete controls
An infinite-horizon multistage dynamic optimization problem
First-order necessary conditions for infinite-horizon variational problems
Transversality condition for infinite-horizon problems
Infinite horizon optimal control problems in the light of convex analysis in Hilbert spaces
Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and Pareto solutions
When does stabilizability imply the existence of infinite horizon optimal control in nonlinear systems?
Optimal unbiased estimation for expected cumulative discounted cost
Dynamics and welfare in recombinant growth models with intellectual property rights: a computational method
Takeoff vs. stagnation in endogenous recombinant growth models
Externalities of human capital
Why (some) abnormal problems are ``normal
On the Matthew effect in research careers
Value functions and transversality conditions for infinite-horizon optimal control problems
Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control
Ramsey model with non-constant population growth
Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem
Optimal policies in the Dasgupta-Heal-Solow-Stiglitz model under nonconstant returns to scale
Problems in the calculus of variations on unbounded intervals. Fourier-Laguerre analysis and approximations
Maximum principles for jump diffusion processes with infinite horizon
On Hamiltonian as limiting gradient in infinite horizon problem
On a class of optimal control problems arising in mathematical economics
Necessary optimality conditions for nonautonomous control systems with an infinite time horizon
Pontryagin principle in abstract spaces
Value function, relaxation, and transversality conditions in infinite horizon optimal control
Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics
Necessity of vanishing shadow price in infinite horizon control problems
Different interpretations of the improper integral objective in an infinite horizon control problem
A dynamical model of optimal investment in R\& D
On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems
Shadow prices in infinite-horizon optimal control problems with dominating discounts
On a resource allocation model with infinite horizon
Dynamic oligopoly with sticky prices: off-steady-state analysis
Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
Optimal control in infinite horizon problems: A Sobolev space approach
Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions
On continuous-time infinite horizon optimal control -- dissipativity, stability, and transversality
Observation delays in teams and effort cycles
Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions
An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon
Necessary conditions of Pareto optimality for multiobjective optimal control problems under constraints
Numerical computation of the optimal vector field: exemplified by a fishery model
Stability and optimal exploitation over an infinite time horizon of interacting populations
Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
Necessity of a transversality condition in a firm's intertemporal optimization
Necessity of limiting co-state arcs in Bolza-type infinite horizon problem
Value Functions and Transversality Conditions for Infinite Horizon Optimal Control Problems
Optimality conditions for infinite horizon control problems with state constraints
Optimal open-loop strategies in a debt management problem
A bioeconomic model of nonselective harvesting of two competing fish species
Note on an alternative solution of Kamien-Schwartz's limit pricing problem
On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function
The non-robustness of saddle-point dynamics: a methodological perspective
A new approach for solving infinite horizon optimal control problems using Laguerre functions and Ritz spectral method
Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in Banach spaces
Infinite horizon optimal control problems for a class of semilinear parabolic equations
Another view of the maximum principle for infinite-horizon optimal control problems in economics
On necessary optimality conditions for Ramsey-type problems
Sparse and switching infinite horizon optimal controls with mixed-norm penalizations
Analysis of optimal control problems for hybrid systems with one state variable
Necessary Optimality Conditions for Improper Infinite-Horizon Control Problems
Pareto optimality in infinite horizon linear quadratic differential games
Distributed optimal control models in environmental economics: a review
Infinite horizon cancer treatment model with isoperimetrical constraint: existence of optimal solutions and numerical analysis
A dynamic model of optimal investment in research and development with international knowledge spillovers
Infinite horizon linear quadratic overtaking optimal control problems
Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
Turnpikes and computation of piecewise open-loop equilibria in stochastic differential games
Conjugate points in infinite-horizon control problems
Necessary conditions for infinite-horizon discounted two-stage optimal control problems
On the optimal harvesting strategy for a generalized population model
Remarks on finite and infinite time-horizon optimal control problems
Infinite horizon optimal control for a general class of semilinear parabolic equations
The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon
Infinite Horizon Optimal Control Problems with Discount Factor on the State, Part I: Analysis of the Controlled State Equation
Optimal accumulation of factors with linear-homogeneous production functions on infinite time horizon
Conditional cost function and necessary optimality conditions for infinite horizon optimal control problems

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