Value Functions and Transversality Conditions for Infinite Horizon Optimal Control Problems

DOI10.1007/978-3-540-87477-5_30MaRDI QIDQ3627704zbMATH OpenOpenAlexFDO

Authors Nobusumi Sagara

Publication date 13 May 2009

Published in Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10114/3996

zbMATH Keywords

sufficiencyvalue functioninfinite horizontransversality conditionnonsmooth maximum principle

Mathematics Subject Classification ID

Derivative-free methods and methods using generalized derivatives (90C56)

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• Erratum to: Value functions and transversality conditions for infinite-horizon optimal control problems

Cites work

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• Sufficient Conditions in Optimal Control Theory
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• The Pontryagin Maximum Principle and Transversality Conditions for a Class of Optimal Control Problems with Infinite Time Horizons
• The Relationship between the Maximum Principle and Dynamic Programming

Cited in

(9)

• Erratum to: Value functions and transversality conditions for infinite-horizon optimal control problems
• Value functions and optimality conditions for nonconvex variational problems with an infinite horizon in Banach spaces
• Value function, relaxation, and transversality conditions in infinite horizon optimal control
• Sufficient conditions for infinite-horizon calculus of variations problems
• Stability properties of the value function in an infinite horizon optimal control problem
• The viability kernel algorithm for computing value functions of infinite horizon optimal control problems
• Value functions and transversality conditions for infinite-horizon optimal control problems
• A note on the sufficiency of the maximum principle for infinite horizon optimal control problems
• Properties of the value function in optimal control problems with infinite horizon

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