Necessary optimality conditions for infinite horizon variational problems on time scales

DOI10.3934/NACO.2013.3.145MaRDI QIDQ1941508zbMATH OpenOpenAlexWikidataFDO

Authors Monika Dryl, Delfim F. M. Torres

Publication date 13 March 2013

Published in Numerical Algebra, Control and Optimization (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1212.0988

zbMATH Keywords

calculus of variationstransversality conditionsEuler-Lagrange equationstime scalesinfinite horizon

Mathematics Subject Classification ID

Dynamic equations on time scales or measure chains (34N05) Optimality conditions for problems involving ordinary differential equations (49K15) Time-scale analysis and singular perturbations in control/observation systems (93C70)

Abstract: We prove Euler-Lagrange type equations and transversality conditions for generalized infinite horizon problems of the calculus of variations on time scales. Here the Lagrangian depends on the independent variable, an unknown function and its nabla derivative, as well as a nabla indefinite integral that depends on the unknown function.

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• Transversality conditions for infinite horizon variational problems on time scales
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• Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem
• Necessary optimality conditions for higher-order infinite horizon variational problems on time scales
• First order conditions for generalized variational problems over time scales

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