| 来源类型 | Monograph (IIASA Working Paper) |
| 规范类型 | 论文 |
| Lyapunov Exponents and Transversality Conditions for an Infinite Horizon Optimal Control Problem. | |
| Smirnov G | |
| 发表日期 | 1990 |
| 出版者 | IIASA, Laxenburg, Austria: WP-90-036 |
| 出版年 | 1990 |
| 语种 | 英语 |
| 摘要 | The aim of this paper is to derive necessary conditions of optimality for an infinite horizon optimal control problem. The Pontryagin maximum principle for this problem without transversality condition at infinity was derived by Pontryagin. Transversality conditions were derived for some dynamical optimization problems arising from mathematical economics. The presence of an exponential factor in the integral functional is a characteristic of these problems and facilitates consideration to a certain extent. In this case the transversality conditions were formulated in terms of the asymptotic behavior of solutions to an adjoint equation. The problem without an exponential factor was considered by Gani and Wiese under rather restrictive assumptions, and the transversality conditions were given as initial conditions for the solution to the adjoint equation. |
| 主题 | System and Decision Sciences - Core (SDS) |
| URL | http://pure.iiasa.ac.at/id/eprint/3417/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/123840 |
| 推荐引用方式 GB/T 7714 | Smirnov G. Lyapunov Exponents and Transversality Conditions for an Infinite Horizon Optimal Control Problem.. 1990. |
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| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| WP-90-036.pdf（496KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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