Fields of extremals and infinite horizon optimal control problems

被引：0
|
作者：
Seierstad, A [1 ]
机构：
[1] Univ Oslo, Dept Econ, Oslo, Norway
来源：
OPTIMAL CONTROL APPLICATIONS & METHODS | 1998年 / 19卷 / 06期
关键词：
optimal control; sufficient conditions; infinite horizon;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A solution of the maximum principle is optimal if it is 'surrounded' by solutions of the maximum principle, or 'embedded in a field of extremals'. An extension of this well-known principle to infinite horizon problems, is stated, and a proof of it is outlined. It is especially useful in non-concave problems, where sufficient conditions based on concavity fail. The usefulness of such an extension is illustrated in two examples. Copyright (C) 1998 John Wiley & Sons, Ltd.
引用
收藏
页码：377 / 392
页数：16
相关论文
共 50 条
  • [1] PROBLEMS OF OPTIMAL INFINITE-HORIZON CONTROL
    PIUNOVSKIY, AB
    [J]. SOVIET JOURNAL OF COMPUTER AND SYSTEMS SCIENCES, 1990, 28 (06): : 65 - 71
  • [2] On infinite-horizon optimal control problems
    Effati, S
    Kamyad, V
    Kamyabi-Gol, RA
    [J]. ZEITSCHRIFT FUR ANALYSIS UND IHRE ANWENDUNGEN, 2000, 19 (01): : 269 - 278
  • [3] Infinite-horizon optimal control problems in economics
    Aseev, S. M.
    Besov, K. O.
    Kryazhimskiy, A. V.
    [J]. RUSSIAN MATHEMATICAL SURVEYS, 2012, 67 (02) : 195 - 253
  • [4] Relaxation of Minimax Optimal Control Problems with Infinite Horizon
    S. C. Di Marco
    R. L. V. González
    [J]. Journal of Optimization Theory and Applications, 1999, 101 : 285 - 306
  • [5] An Optimal Solution to Infinite Horizon Nonlinear Control Problems
    Mohamed, Mohamed Naveed Gul
    Goyal, Raman
    Chakravorty, Suman
    [J]. 2023 62ND IEEE CONFERENCE ON DECISION AND CONTROL, CDC, 2023, : 1643 - 1648
  • [6] Relaxation of minimax optimal control problems with Infinite horizon
    Di Marco, SC
    González, RLV
    [J]. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1999, 101 (02) : 285 - 306
  • [7] Optimal time aggregation of infinite horizon control problems
    Alemdar, NM
    Sirakaya, S
    Hüsseinov, F
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2006, 30 (04): : 569 - 593
  • [8] Discrete Time Optimal Control Problems with Infinite Horizon
    Prazak, Pavel
    Fronckova, Katerina
    [J]. 39TH INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS (MME 2021), 2021, : 405 - 410
  • [9] THE CONTROLLABILITY OF INFINITE HORIZON OPTIMAL-CONTROL PROBLEMS
    CARLSON, DA
    [J]. NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1987, 11 (04) : 437 - 453
  • [10] On the value function for nonautonomous optimal control problems with infinite horizon
    Baumeister, J.
    Leitao, A.
    Silva, G. N.
    [J]. SYSTEMS & CONTROL LETTERS, 2007, 56 (03) : 188 - 196
12345