Existence of an Optimal Control in Infinite-Horizon Problems with Unbounded Set of Control Constraints

被引：2

作者：

Aseev, S. M. ^{[1
,2
,3
]}

机构：

[1] Russian Acad Sci, Steklov Math Inst, Moscow 119991, Russia

[2] Int Inst Appl Syst Anal, A-2361 Laxenburg, Austria

[3] Russian Acad Sci, Krasovskii Inst Math & Mech, Ural Branch, Ekaterinburg 620990, Russia

来源：

PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS | 2017年 / 297卷

基金：

俄罗斯科学基金会;

关键词：

optimal control; infinite horizon; unbounded controls; existence of a solution; the Pontryagin maximum principle; ECONOMIC-GROWTH PROBLEMS; REGULARITY;

D O I：

10.1134/S0081543817050017

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider a class of infinite-horizon optimal control problems with not necessarily bounded set of control constraints. Sufficient conditions for the existence of an optimal control are derived in the general nonlinear case by means of finite-horizon approximations and the tools of the Pontryagin maximum principle. Conditions guaranteeing the uniform local boundedness of optimal controls are also obtained.

引用

页码：S1 / S10

页数：10

共 50 条

[41] Necessary conditions for infinite-horizon Volterra optimal control problems with time delay
De la Vega, Constanza
[J]. IMA JOURNAL OF MATHEMATICAL CONTROL AND INFORMATION, 2009, 26 (01) : 1 - 22
[42] PLANAR INFINITE-HORIZON OPTIMAL CONTROL PROBLEMS WITH WEIGHTED AVERAGE COST AND AVERAGED CONSTRAINTS, APPLIED TO CHEEGER SETS
Bright, Ido
[J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS, 2015, 21 (04) : 1108 - 1119
[43] Stability of infinite-horizon optimal control with discounted cost
Postoyan, R.
Busoniu, L.
Nesic, D.
Daafouz, J.
[J]. 2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2014, : 3903 - 3908
[44] Approximate Infinite-Horizon Optimal Control for Stochastic Systems
Scarciotti, Giordano
Mylvaganam, Thulasi
[J]. 2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2018, : 3294 - 3298
[45] Infinite-horizon problems under holonomic constraints
Blot, J
[J]. RECENT DEVELOPMENTS IN OPTIMIZATION, 1995, 429 : 46 - 59
[46] EXISTENCE OF SOLUTIONS FOR A CLASS OF INFINITE HORIZON OPTIMAL CONTROL PROBLEMS WITH DISCOUNTING
Zaslavski, Alexander J.
[J]. JOURNAL OF NONLINEAR AND CONVEX ANALYSIS, 2012, 13 (04) : 637 - 655
[47] Existence of solutions for a class of nonconcave infinite horizon optimal control problems
Zaslavski, Alexander J.
[J]. OPTIMIZATION, 2013, 62 (01) : 115 - 130
[48] Approximation of Continuous-Time Infinite-Horizon Optimal Control Problems Arising in Model Predictive Control
Muehlebach, Michael
D'Andrea, Raffaello
[J]. 2016 IEEE 55TH CONFERENCE ON DECISION AND CONTROL (CDC), 2016, : 1464 - 1470
[49] Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions
S. M. Aseev
V. M. Veliov
[J]. Proceedings of the Steklov Institute of Mathematics, 2015, 291 : 22 - 39
[50] INFINITE-HORIZON BILINEAR OPTIMAL CONTROL PROBLEMS: SENSITIVITY ANALYSIS AND POLYNOMIAL FEEDBACK LAWS
Breiten, Tobias
Kunisch, Karl
Pfeiffer, Laurent
[J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2018, 56 (05) : 3184 - 3214

← 1 2 3 4 5 →