| 来源类型 | Book Section |
| DOI | 10.1007/978-3-642-29210-1_4 |
| Necessary optimality conditions for improper infinite-horizon control problems. | |
| Aseev SM; Veliov VM; Klatte, D; Luthi, HJ; Schmedders, K | |
| 发表日期 | 2012 |
| 出处 | Operations Research Proceedings 2011. Eds. Klatte, D , Luthi, HJ & Schmedders, K , Berlin-Heidelberg: Springer. DOI: 10.1007/978-3-642-29210-1_4 . |
| 出版年 | 2012 |
| 语种 | 英语 |
| 摘要 | The paper revisits the issue of necessary optimality conditions for infinite horizon optimal control problems. It is proved that the normal form maximum principle holds with an explicitly specified adjoint variable if an appropriate relation between the discount rate, the growth rate of the solution and the growth rate of the objective function is satisfied. The main novelty is that the result applies to general non-stationary systems and the optimal objective value needs not be finite (in which case the concept of overtaking optimality is employed). |
| 主题 | Advanced Systems Analysis (ASA) |
| URL | http://pure.iiasa.ac.at/id/eprint/10055/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/134193 |
| 推荐引用方式 GB/T 7714 | Aseev SM,Veliov VM,Klatte, D,et al. Necessary optimality conditions for improper infinite-horizon control problems.. 2012. |
| 条目包含的文件 | 条目无相关文件。 | |||||
除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。
