Infinite horizon autonomous systems with unbounded cost
type: Item
instance of: scholarly article
title: Infinite horizon autonomous systems with unbounded cost
zbMATH Open document ID: 0591.93039
DOI: 10.1007/BF01442197
published in: Applied Mathematics and Optimization
publication date: 1985-01-01T00:00:00Z
review text: The authors consider time-invariant and periodic control systems defined in an infinite time horizon. The optimal cost functions typically are unbounded as the time tends to infinity. Under certain lower semicontinuity and controllability assumptions it is shown that a linear expression can be subtracted from the cost functional so that the problem reduces to one with bounded costs. For ordinary differential equations with discounted cost functionals, optimality results are determined. Two application examples are presented.
Mathematics Subject Classification ID: 93C99
Mathematics Subject Classification ID: 49J15
Mathematics Subject Classification ID: 93B05
Mathematics Subject Classification ID: 93B03
Mathematics Subject Classification ID: 93C15
Mathematics Subject Classification ID: 34C25
zbMATH DE Number: 3950322
zbMATH Keywords: time-invariant and periodic control systems
zbMATH Keywords: infinite time horizon
author: Arie Leizarowitz
reviewed by: A. S. I. Zinober
MaRDI profile type: Publication
cites work: Asymptotic Control Theory
cites work: On Existence of Overtaking Optimal Trajectories Over an Infinite Time Horizon
description: scientific article; zbMATH DE number 3950322