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JOURNALS // Contemporary Mathematics // Archive

Contemp. Math., 2014, Volume 39, Issue 3, Pages 1–14 (Mi conm8)

This article is cited in 17 papers

Needle variations in infinite-horizon optimal control

S. M. Aseeva, V. M. Veliovbc

a International Institute for Applied Systems Analysis, Laxenburg
b Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
c Vienna University of Technology

Abstract: The paper develops the needle variations technique for a class of infinite-horizon optimal control problems in which an appropriate relation between the growth rate of the solution and the growth rate of the objective function is satisfied. The optimal objective value does not need to be finite. Based on the concept of weakly overtaking optimality, we establish a normal form version of the Pontryagin maximum principle with an explicitly specified adjoint variable. A few illustrative examples are presented as well.

Language: English

DOI: 10.1090/conm/619/12381



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