An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon
DOI10.1080/02331934.2015.1014481zbMATH Open1334.49104OpenAlexW2055622097MaRDI QIDQ2790899FDOQ2790899
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
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weighted Sobolev spacesPontryagin-type maximum principlepseudospectral methodinfinite horizonlinear-quadratic optimal control problemsweighted Lebesgue spaces
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) Linear-quadratic optimal control problems (49N10) Numerical methods based on necessary conditions (49M05) Duality theory (optimization) (49N15)
Cites Work
- Numerical computation of the optimal vector field: exemplified by a fishery model
- Optimal Control of Nonlinear Processes
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- The Pontryagin maximum principle and problems of optimal economic growth
- Pricing infinite horizon programs
- Shadow Prices and Duality for a Class of Optimal Control Problems
- Pseudospectral methods for solving infinite-horizon optimal control problems
- Duality theory for dynamic optimization models of economics: The continuous time case
Cited In (8)
- First-order necessary optimality conditions for infinite horizon optimal control problems with linear dynamics and convex objective
- Existence Theorem for Infinite Horizon Optimal Control Problems with Mixed Control-State Isoperimetrical Constraint
- Regulator problems on unbounded domains. Stationarity-optimal control-asymptotic controllability
- Pseudospectral methods for solving infinite-horizon optimal control problems
- Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
- Problems in the calculus of variations on unbounded intervals. Fourier-Laguerre analysis and approximations
- Infinite horizon problems in the calculus of variations. The role of transformations with an application to the brachistochrone problem
- Infinite horizon cancer treatment model with isoperimetrical constraint: existence of optimal solutions and numerical analysis
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