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Doklady Rossijskoj Akademii Nauk. Mathematika, Informatika, Processy Upravlenia, 2023, Volume 514, Number 1, Pages 5–11
DOI: https://doi.org/10.31857/S2686954323700315 (Mi danma424) 		 
MATHEMATICS

Conditional cost function and necessary optimality conditions for infinite horizon optimal control problems

S. M. Aseevab

a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russian Federation
b Lomonosov Moscow State University, Moscow, Russian Federation
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DOI: https://doi.org/10.31857/S2686954323700315
Abstract: Infinite horizon optimal control problem with general endpoint constraints is reduced to a family of standard problems on finite time intervals containing the value of the conditional cost of the phase vector as a terminal term. New version of the Pontryagin maximum principle containing an explicit characterization of the adjoint variable is obtained for the problem with a general asymptotic endpoint constraint. In the case of the problem with free final state this approach leads to a normal form version of the maximum principle formulated completely in the terms of the conditional cost function.
Keywords: optimal control, infinite horizon, asymptotic endpoint constraint, conditional value function, Pontryagin's maximum principle.
Funding agency Grant number
Russian Science Foundation 19-11-00223
This work was supported by the Russian Science Foundation, project no. 19-11-00223.
Received: 17.08.2023
Revised: 07.09.2023
Accepted: 24.10.2023
English version:
Doklady Mathematics, 2023, Volume 108, Issue 3, Pages 425–430
DOI: https://doi.org/10.1134/S1064562423600586
Bibliographic databases:
Document Type: Article
UDC: 517.977
Language: Russian
Citation: S. M. Aseev, “Conditional cost function and necessary optimality conditions for infinite horizon optimal control problems”, Dokl. RAN. Math. Inf. Proc. Upr., 514:1 (2023), 5–11; Dokl. Math., 108:3 (2023), 425–430
Citation in format AMSBIB
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\by S.~M.~Aseev
\paper Conditional cost function and necessary optimality conditions for infinite horizon optimal control problems
\jour Dokl. RAN. Math. Inf. Proc. Upr.
\yr 2023
\vol 514
\issue 1
\pages 5--11
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\crossref{https://doi.org/10.31857/S2686954323700315}
\elib{https://elibrary.ru/item.asp?id=56716625}
\transl
\jour Dokl. Math.
\yr 2023
\vol 108
\issue 3
\pages 425--430
\crossref{https://doi.org/10.1134/S1064562423600586}
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