Optimality conditions for infinite horizon control problems with state constraints

DOI10.1016/j.na.2009.02.052zbMath1238.49031OpenAlexW1994874086MaRDI QIDQ424344

Valeriano Antunes de Oliveira, Geraldo Nunes Silva

Publication date: 31 May 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2009.02.052

zbMATH Keywords

optimal controlstate constraintsoptimality conditionsinfinite horizon problems

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15)

Related Items (5)

On Hamiltonian as limiting gradient in infinite horizon problem ⋮ Structure of approximate solutions of Bolza variational problems on large intervals ⋮ Structure of approximate solutions of discrete time optimal control Bolza problems on large intervals ⋮ Rational expectations equilibria in a Ramsey model of optimal growth with non-local spatial externalities ⋮ A new approach for solving infinite horizon optimal control problems using Laguerre functions and Ritz spectral method

Cites Work

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• Nonsmooth maximum principle for infinite-horizon problems
• Necessary conditions for free end-time, measurably time dependent optimal control problems with state constraints
• On the Transversality Condition in Infinite Horizon Optimal Problems
• Necessary Conditions for Optimal Control Problems with Infinite Horizons
• The Pontryagin Maximum Principle and Transversality Conditions for a Class of Optimal Control Problems with Infinite Time Horizons

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