| 来源类型 | Other |
| Optimality Conditions for Discrete-Time Optimal Control on Infinite Horizon. | |
| Aseev SM; Krastanov MI; Veliov VM | |
| 发表日期 | 2016 |
| 出处 | Reseach Unit ORCOS, Vienna University of Technology , Vienna, Austria. |
| 出版年 | 2016 |
| 语种 | 英语 |
| 摘要 | The paper presents first order necessary optimality conditions of Pontrygin's type for a general class of discrete-time optimal control problems on infinite horizon. The main novelty is that the adjoint function, for which the (local) maximum condition in the Pontryagin principle holds, is explicitly defined for any given optimal state-control process. This is done based on ideas from previous papers of the first and the last authors concerning continuous-time problems. In addition, the obtained (local) maximum principle is in a normal form, and the optimality has the general meaning of weakly overtaking optimality (hence unbounded processes are allowed), which is important for many economic applications. Two examples are given, which demonstrate the applicability of the obtained results in cases where the known necessary optimality conditions fail to identify the optimal solutions. |
| 主题 | Advanced Systems Analysis (ASA) |
| 关键词 | discrete-time control systems, optimality conditions, Pontryagin maximum principle, transversality conditions. |
| URL | http://pure.iiasa.ac.at/id/eprint/13925/ |
| 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/135725 |
| 推荐引用方式 GB/T 7714 | Aseev SM,Krastanov MI,Veliov VM. Optimality Conditions for Discrete-Time Optimal Control on Infinite Horizon.. 2016. |
| 条目包含的文件 | ||||||
| 文件名称/大小 | 资源类型 | 版本类型 | 开放类型 | 使用许可 | ||
| 2016-09%281%29.pdf（319KB） | 智库出版物 | 限制开放 | CC BY-NC-SA | 浏览 | ||
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