An indirect pseudospectral method for the solution of linear-quadratic optimal control problems with infinite horizon

DOI10.1080/02331934.2015.1014481zbMath1334.49104OpenAlexW2055622097MaRDI QIDQ2790899

K. Kolo, Valeriya Lykina, Angie Burtchen, Sabine Pickenhain

Publication date: 8 March 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2015.1014481

zbMATH Keywords

infinite horizonpseudospectral methodweighted Sobolev spacesweighted Lebesgue spaceslinear-quadratic optimal control problemsPontryagin-type maximum principle

Mathematics Subject Classification ID

Numerical methods based on necessary conditions (49M05) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving ordinary differential equations (49J15) Duality theory (optimization) (49N15) Optimality conditions for problems involving ordinary differential equations (49K15)

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Cites Work

• Numerical computation of the optimal vector field: exemplified by a fishery model
• Pseudospectral methods for solving infinite-horizon optimal control problems
• The Pontryagin maximum principle and problems of optimal economic growth
• Pricing infinite horizon programs
• Duality theory for dynamic optimization models of economics: The continuous time case
• Optimal Control of Nonlinear Processes
• 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

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