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JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2016 Volume 22, Number 2, Pages 18–27 (Mi timm1286)

This article is cited in 4 papers

Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints

S. M. Aseevab

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

Abstract: 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.

Keywords: optimal control, infinite horizon, unbounded controls, existence of a solution, the Pontryagin maximum principle.

UDC: 517.977

MSC: 49J15

Received: 04.04.2016

DOI: 10.21538/0134-4889-2016-22-2-18-27


 English version:
Proceedings of the Steklov Institute of Mathematics (Supplement Issues), 2017, 297, suppl. 1, S1–S10

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