Nonsmooth maximum principle for infinite-horizon problems

DOI10.1007/BF00939379zbMath0802.49012MaRDI QIDQ1321312

V. Pereyra

Publication date: 1 December 1994

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

zbMATH Keywords

maximum principledynamic programminginfinite-horizon discounted optimal control problemsnonsmooth problem data

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Nonsmooth analysis (49J52)

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Cites Work

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• New results on the relationship between dynamic programming and the maximum principle
• Optimization and nonsmooth analysis
• The controllability of infinite horizon optimal control problems
• The Relationship between the Maximum Principle and Dynamic Programming
• Shadow Prices and Duality for a Class of Optimal Control Problems
• On the Transversality Condition in Infinite Horizon Optimal Problems
• Necessary Conditions for Optimal Control Problems with Infinite Horizons