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Needle Variations in Infinite-Horizon Optimal Control.
Aseev SM; Veliov VM
发表日期2012
出处Research Report 2012-04, Operations Research and Control Systems, Institute of Mathematical Methods in Economics, Vienna University of Technology, Austria (September 2012)
出版年2012
语种英语
摘要The paper develops the needle variations technique in application to a class of infinite-horizon optimal control problems in which an appropriate relation between the growth rate of the solution and the growth rate of the objective function is satisfied. The optimal objective value does not need to be finite. Based on the concept of weakly overtaking optimality we establish the normal form version of the Pontryagin maximum principle with an explicitly specified adjoint variable. A few illustrative examples are presented as well.
主题Advanced Systems Analysis (ASA)
URLhttp://pure.iiasa.ac.at/id/eprint/10115/
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/135441
推荐引用方式
GB/T 7714
Aseev SM,Veliov VM. Needle Variations in Infinite-Horizon Optimal Control.. 2012.
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