Necessary Optimality Conditions for Improper Infinite-Horizon Control Problems

DOI10.1007/978-3-642-29210-1_4MaRDI QIDQ5176276zbMATH OpenOpenAlexFDO

Authors S. M. Aseev, Vladimir M. Veliov

Publication date 3 March 2015

Published in Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-29210-1_4

Mathematics Subject Classification ID

Existence theories in calculus of variations and optimal control (49J99) Optimality conditions for problems involving ordinary differential equations (49K15)

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• Necessary Conditions for Optimal Control Problems with Infinite Horizons
• On a Distributed Control Problem Arising in Dynamic Optimization of a Fixed-Size Population
• On the Transversality Condition in Infinite Horizon Optimal Problems
• Shadow Prices and Duality for a Class of Optimal Control Problems
• The Pontryagin maximum principle and problems of optimal economic growth
• The Pontryagin maximum principle and sufficient optimality conditions for nonlinear problems
• The Pontryagin Maximum Principle and Transversality Conditions for a Class of Optimal Control Problems with Infinite Time Horizons

Cited in

(12)

• Necessary conditions for an infinite time optimal control problem
• Necessary conditions for nonsmooth, infinite-horizon, optimal control problems
• Why (some) abnormal problems are ``normal
• Necessary optimality conditions for nonautonomous control systems with an infinite time horizon
• Necessity of vanishing shadow price in infinite horizon control problems
• Different interpretations of the improper integral objective in an infinite horizon control problem
• On necessary conditions of optimality for infinite horizon problems
• On necessary boundary conditions for strongly optimal control in infinite horizon control problems
• Optimal control, dichotomy, and closed range
• Optimality conditions for discrete-time optimal control on infinite horizon
• On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function
• Necessary conditions for infinite-horizon discounted two-stage optimal control problems

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