Transversality condition for infinite-horizon problems

DOI10.1007/BF02192204zbMath0849.49018OpenAlexW2055076450MaRDI QIDQ1918293

Georgi V. Smirnov

Publication date: 14 November 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02192204

zbMATH Keywords

Lyapunov exponentstransversality conditionnecessary and sufficient conditions for optimalitylinear quadratic problemsinfinite-horizon optimal control problem

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving ordinary differential equations (49K15)

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On Hamiltonian as limiting gradient in infinite horizon problem ⋮ 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 ⋮ Necessity of limiting co-state arcs in Bolza-type infinite horizon problem ⋮ On a class of optimal control problems arising in mathematical economics ⋮ Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics ⋮ Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions ⋮ Another view of the maximum principle for infinite-horizon optimal control problems in economics ⋮ Necessity of vanishing shadow price in infinite horizon control problems ⋮ Necessary conditions for nonsmooth, infinite-horizon, optimal control problems ⋮ On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function ⋮ On infinite-horizon optimal control problems ⋮ SOLVING INFINITE-HORIZON OPTIMAL CONTROL PROBLEMS USING THE HAAR WAVELET COLLOCATION METHOD ⋮ Shadow prices in infinite-horizon optimal control problems with dominating discounts ⋮ The Pontryagin maximum principle and problems of optimal economic growth

Cites Work

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• Weak asymptotic stability of differential inclusions. II
• Weak asymptotic stability of differential inclusions. I
• Nonsmooth maximum principle for infinite-horizon problems
• Necessary conditions for an infinite time optimal control problem
• The controllability of infinite horizon optimal control problems
• Shadow Prices and Duality for a Class of Optimal Control Problems
• On the Transversality Condition in Infinite Horizon Optimal Problems
• Necessary Conditions for Optimal Control Problems with Infinite Horizons
• THE METHOD OF TENTS IN THE THEORY OF EXTREMAL PROBLEMS

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