On Existence of Overtaking Optimal Trajectories Over an Infinite Time Horizon

DOI10.1287/moor.1.4.337zbMath0367.49003OpenAlexW2161764778MaRDI QIDQ4143815

William A. Brock, Alain B. Haurie

Publication date: 1976

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.1.4.337

Mathematics Subject Classification ID

Methods involving semicontinuity and convergence; relaxation (49J45) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Related Items

On the existence of sporadically catching-up optimal solutions for infinite-horizon optimal control problems, Necessity of limiting co-state arcs in Bolza-type infinite horizon problem, Existence and transversality conditions for a general `unbounded-horizon' model of the mining firm, Implicit games: Analysis of asymptotic competitive behaviors, Solutions for a class of optimal control problems with time delay. I, One-dimensional infinite-horizon variational problems arising in continuum mechanics, Non-existence of optimal programs for undiscounted growth models in continuous time, The controllability of infinite horizon optimal control problems, Optimal choice for finite and infinite horizons, Optimal controls for diffusion in \(R^ d\)- a min-max max-min formula for the minimal cost growth rate, Dynamic properties of optimal solutions of variational problems, On the existence of weakly maximal programs for a multisector economy with consumption, Planning for the long run: programming with patient, Pareto responsive preferences, A Carathéodory-Hamilton-Jacobi theory for infinite-horizon optimal control problems, Dynamic interaction models of economic equilibrium, Optimal control problems involving optimal economic growth with infinite horizon, Optimal trajectories of infinite-horizon deterministic control systems, Existence and global asymptotic stability of optimal trajectories for a class of infinite-horizon, nonconvex systems, Decision and forecast horizons, agreeable plans, and the maximum principle for infinite horizon control problems, Recursive utility and optimal capital accumulation. I: Existence, On existence of optimal programs: the RSS model without concavity assumptions on felicities, A note on the existence of an optimal capital accumulation in the continuous time horizon, Turnpike property for extremals of variational problems with vector-valued functions, Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems, Definition and properties of cooperative equilibria in a two-player game of infinite duration, On the existence of catching-up optimal solutions for Lagrange problems defined on unbounded intervals, On the existence of overtaking trajectories, Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models, Existence of finitely optimal solutions for infinite-horizon optimal control problems, The existence of optimal consumption policies in optimal economic growth models with nonconvex technologies, Infinite horizon autonomous systems with unbounded cost