An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon

DOI10.1080/02331934.2015.1014481MaRDI QIDQ2790899zbMATH OpenOpenAlexFDO

Authors Angie Burtchen, K. Kolo, Valeriya Lykina, Sabine Pickenhain

Publication date 8 March 2016

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331934.2015.1014481

zbMATH Keywords

infinite horizonlinear-quadratic optimal control problemsPontryagin-type maximum principlepseudospectral methodweighted Lebesgue spacesweighted Sobolev spaces

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Numerical methods based on necessary conditions (49M05) Linear-quadratic optimal control problems (49N10) Duality theory (optimization) (49N15)

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Cites work

• Duality theory for dynamic optimization models of economics: The continuous time case
• Necessary Conditions for Optimal Control Problems with Infinite Horizons
• Numerical computation of the optimal vector field: exemplified by a fishery model
• On the Transversality Condition in Infinite Horizon Optimal Problems
• Optimal Control of Nonlinear Processes
• Pricing infinite horizon programs
• Pseudospectral methods for solving infinite-horizon optimal control problems
• Shadow Prices and Duality for a Class of Optimal Control Problems
• The Pontryagin maximum principle and problems of optimal economic growth

Cited in

(10)

• Regulator problems on unbounded domains. Stationarity-optimal control-asymptotic controllability
• Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem
• Problems in the calculus of variations on unbounded intervals. Fourier-Laguerre analysis and approximations
• Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
• Existence theorem for infinite horizon optimal control problems with mixed control-state isoperimetrical constraint
• A new approach for solving infinite horizon optimal control problems using Laguerre functions and Ritz spectral method
• Pseudospectral methods for solving infinite-horizon optimal control problems
• Infinite horizon cancer treatment model with isoperimetrical constraint: existence of optimal solutions and numerical analysis
• First-order necessary optimality conditions for infinite horizon optimal control problems with linear dynamics and convex objective
• A pseudospectral method for budget-constrained infinite horizon optimal control problems

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