Value functions and transversality conditions for infinite-horizon optimal control problems
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Publication:2270212
DOI10.1007/s11228-009-0132-1zbMath1182.49021OpenAlexW3022236060MaRDI QIDQ2270212
Publication date: 15 March 2010
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10114/3996
Dynamic programming in optimal control and differential games (49L20) Optimality conditions for problems involving relations other than differential equations (49K21)
Related Items (9)
On Hamiltonian as limiting gradient in infinite horizon problem ⋮ Necessity of limiting co-state arcs in Bolza-type infinite horizon problem ⋮ Value Functions and Optimality Conditions for Nonconvex Variational Problems with an Infinite Horizon in Banach Spaces ⋮ Value function, relaxation, and transversality conditions in infinite horizon optimal control ⋮ Dynamic programming principle of control systems on manifolds and its relations to maximum principle ⋮ Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions ⋮ Another view of the maximum principle for infinite-horizon optimal control problems in economics ⋮ Necessity of vanishing shadow price in infinite horizon control problems ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints
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