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来源类型 | Other |
规范类型 | 其他 |
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) |
URL | http://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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