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

weighted Sobolev spacesPontryagin-type maximum principlepseudospectral methodinfinite horizonlinear-quadratic optimal control problemsweighted Lebesgue 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) Linear-quadratic optimal control problems (49N10) Numerical methods based on necessary conditions (49M05) 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)

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