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JOURNALS // Trudy Matematicheskogo Instituta imeni V.A. Steklova // Archive

Trudy Mat. Inst. Steklova, 2008 Volume 262, Pages 187–195 (Mi tm773)

This article is cited in 5 papers

Necessary Optimality Conditions for Nonautonomous Control Systems with an Infinite Time Horizon

N. A. Malysh

M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics

Abstract: We consider a nonautonomous optimal control problem on an infinite time horizon with an integral functional containing a positive discounting factor. In the case of a dominating discounting factor, we obtain a variant of the Pontryagin maximum principle that contains explicit expressions for the adjoint variable and the Hamiltonian of the problem.

UDC: 517.977.52

Received in April 2008


 English version:
Proceedings of the Steklov Institute of Mathematics, 2008, 262, 179–187

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