The Pontryagin maximum principle for nonlinear optimal control problems with infinite horizon

DOI10.1007/s10957-015-0723-yzbMath1326.49030arXiv1510.04544OpenAlexW3099159377MaRDI QIDQ887114

Nico Tauchnitz

Publication date: 28 October 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.04544

zbMATH Keywords

optimal controlLagrange multipliersinfinite horizonweighted Sobolev spacesweighted Lebesgue spacesPontryagin maximum principletransversality conditions

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) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Banach spaces of continuous, differentiable or analytic functions (46E15) Optimality conditions for problems involving ordinary differential equations (49K15)

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Cites Work

• Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions
• The Pontryagin maximum principle and problems of optimal economic growth
• Pricing infinite horizon programs
• Maß- und Integrationstheorie.
• Lagrange's principle in extremum problems with constraints
• Optimal Control of Nonlinear Processes
• 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
• Extremum problems in the presence of restrictions
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