Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics

DOI10.1016/J.JMAA.2017.08.002zbMath1376.49032OpenAlexW2749665102MaRDI QIDQ2408650

Valeriya Lykina, Sabine Pickenhain

Publication date: 12 October 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.08.002

zbMATH Keywords

optimal controlinfinite horizonweighted Sobolev spaceslinear-quadratic regulatorbudget constraintPontryagin type maximum principle

Mathematics Subject Classification ID

Optimality conditions for problems in abstract spaces (49K27)

Related Items (3)

Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws ⋮ Existence Theorem for Infinite Horizon Optimal Control Problems with Mixed Control-State Isoperimetrical Constraint ⋮ First-order necessary optimality conditions for infinite horizon optimal control problems with linear dynamics and convex objective

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