Transversality condition for infinite-horizon problems
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Publication:1918293
DOI10.1007/BF02192204zbMATH Open0849.49018OpenAlexW2055076450MaRDI QIDQ1918293FDOQ1918293
Authors: Georgi V. Smirnov 
Publication date: 14 November 1996
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02192204
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Lyapunov exponentstransversality conditionlinear quadratic problemsnecessary and sufficient conditions for optimalityinfinite-horizon optimal control problem
Optimality conditions for problems involving ordinary differential equations (49K15) Linear-quadratic optimal control problems (49N10)
Cites Work
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- Shadow Prices and Duality for a Class of Optimal Control Problems
- The controllability of infinite horizon optimal control problems
- THE METHOD OF TENTS IN THE THEORY OF EXTREMAL PROBLEMS
- Necessary conditions for an infinite time optimal control problem
Cited In (33)
- Guaranteed robustness properties of multivariable nonlinear stochastic optimal regulators
- Necessity of Transversality Conditions for Infinite Horizon Problems
- Title not available (Why is that?)
- On continuous-time infinite horizon optimal control -- dissipativity, stability, and transversality
- On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function
- Transversality condition for singular infinite horizon calculus of variations
- Solving infinite-horizon optimal control problems using the Haar wavelet collocation method
- On necessary boundary conditions for strongly optimal control in infinite horizon control problems
- The Pontryagin maximum principle and problems of optimal economic growth
- Optimality conditions for infinite horizon control problems with state constraints
- Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method
- On Hamiltonian as limiting gradient in infinite horizon problem
- On necessary conditions of optimality for infinite horizon problems
- Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
- Necessary optimality condition for the minimal time crisis relaxing transverse condition via regularization
- On necessary optimality conditions for Ramsey-type problems
- Another view of the maximum principle for infinite-horizon optimal control problems in economics
- Transversality condition and optimality in a class of infinite horizon continuous time economic models
- On a class of optimal control problems arising in mathematical economics
- Shadow prices in infinite-horizon optimal control problems with dominating discounts
- Local generalization of transversality conditions for optimal control problem
- Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
- On a sufficient transversality condition for infinite horizon optimal control problems
- Necessity of limiting co-state arcs in Bolza-type infinite horizon problem
- On infinite-horizon optimal control problems
- Transversality conditions for infinite horizon optimality: higher order differential problems
- Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions
- Value functions and transversality conditions for infinite-horizon optimal control problems
- 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
- Necessity of the transversality condition for stochastic models with bounded or CRRA utility
- Necessary conditions for nonsmooth, infinite-horizon, optimal control problems
- Title not available (Why is that?)
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