Necessary conditions for nonsmooth, infinite-horizon, optimal control problems
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Publication:1969468
DOI10.1023/A:1021733719020zbMath0948.49009OpenAlexW158902780MaRDI QIDQ1969468
Publication date: 19 November 2000
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1021733719020
Related Items (12)
On Hamiltonian as limiting gradient in infinite horizon problem ⋮ Necessity of limiting co-state arcs in Bolza-type infinite horizon problem ⋮ On a class of optimal control problems arising in mathematical economics ⋮ 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 ⋮ On necessary optimality conditions for infinite-horizon economic growth problems with locally unbounded instantaneous utility function ⋮ Pareto optimality in infinite horizon linear quadratic differential games ⋮ Necessary conditions for infinite horizon optimal control problems with state constraints ⋮ On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems ⋮ 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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- Duality theory for dynamic optimization models of economics: The continuous time case
- Nonsmooth maximum principle for infinite-horizon problems
- First-order necessary conditions for infinite-horizon variational problems
- Transversality condition for infinite-horizon problems
- Optimization and nonsmooth analysis
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