Necessary Conditions in Infinite-Horizon Control Problems that Need no Asymptotic Assumptions

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作者
Dmitry Khlopin
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[1] Krasovskii Institute of Mathematics and Mechanics,
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Infinite-horizon control problem; Pontryagin maximum principle; Overtaking optimal control; Transversality condition at infinity; Convergence of subdifferentials; Optimal growth; 49K15; 49J53; 93C15;
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摘要
We consider an infinite-horizon optimal control problem with an asymptotic terminal constraint. For the weakly overtaking criterion and the overtaking criterion, necessary boundary conditions on co-state arcs are deduced, these conditions need no assumptions about the asymptotic behavior of the motion, co-state arc, cost functional, and its derivatives. In the absence of an asymptotic terminal constraint, these boundary conditions with the Pontryagin Maximum Principle allow raising the co-state arcs, corresponding to some asymptotic subdifferentials of the cost functional (fixing the optimal control) at infinity. If this set is a singleton, these conditions coincide with the co-state arc representation proposed by Aseev and Kryazhimskii. These results are illustrated by several examples.
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