Necessary conditions for nonsmooth, infinite-horizon, optimal control problems

被引：23

作者：

Seierstad, A ^{[1
]}

机构：

[1] Univ Oslo, Dept Econ, Oslo, Norway

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1999年 / 103卷 / 01期

关键词：

infinite-horizon problems; nonsmooth optimal control;

D O I：

10.1023/A:1021733719020

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

Necessary conditions are proved for deterministic nonsmooth optimal control problems involving an infinite horizon and terminal conditions at infinity. The necessary conditions include a complete set of transversality conditions.

引用

页码：201 / 229

页数：29

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