Infinite horizon optimal control. Theory and applications

Publication date: 1987

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

maximum principle infinite horizon turnpike theorems behavior of optimal trajectories convergence of optimal trajectories convex autonomous problems linear equations with distributed parameters nonautonomous and nonconvex problems

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Control/observation systems governed by partial differential equations (93C20) Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems in abstract spaces (93C25) Existence theories for problems in abstract spaces (49J27) Existence theories for optimal control problems involving partial differential equations (49J20) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems in abstract spaces (49K27) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

Related Items (29)

Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method ⋮ Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages ⋮ An infinite-horizon multistage dynamic optimization problem ⋮ Linear-quadratic tracking of coupled slow and fast targets ⋮ Discrete dynamic programming and viscosity solutions of the Bellman equation ⋮ Value function, relaxation, and transversality conditions in infinite horizon optimal control ⋮ Existence of solutions to shallow lake type optimal control problems ⋮ Construction of suboptimal solution of the singularly perturbed problem of minimal-intensity control ⋮ On the value function for nonautonomous optimal control problems with infinite horizon ⋮ Turnpikes in flow control models of unreliable manufacturing systems ⋮ Optimal control of second order systems with infinite time horizon: existence of solutions ⋮ Asymptotic method for solving the time-optimal control problem for a nonlinear singularly perturbed system ⋮ On the existence of a classical optimal solution and of an almost strongly optimal solution for an infinite-horizon control problem ⋮ An explicit method for optimal control problems ⋮ Smoothness of the policy function in continuous-time economic models. The one-dimensional case ⋮ Infinite Horizon Optimal Control of Non-Convex Problems Under State Constraints ⋮ On the existence of weakly maximal programs for a multisector economy with consumption ⋮ A turnpike theorem for continuous-time optimal-control models ⋮ Computing efficient steady state policies for deterministic dynamic programs. I ⋮ Path-dependence in a Ramsey model with resource amenities and limited regeneration ⋮ Helly's principle and its application to an infinite-horizon optimal control problem ⋮ Asymptotic height optimization for topical IFS, Tetris heaps, and the finiteness conjecture ⋮ Turnpike properties for a class of piecewise deterministic systems arising in manufacturing flow control ⋮ Existence of the optimum in Shallow Lake type models with hysteresis effect ⋮ Optimal control ⋮ An iterative method for suboptimal control of a class of nonlinear time-delayed systems ⋮ Optimal management and spatial patterns in a distributed shallow lake model ⋮ On the optimality of limit cycles in dynamic economic systems ⋮ On the optimal exploitation of interacting resources

This page was built for publication: Infinite horizon optimal control. Theory and applications