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Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, 2012, Issue 1(39), Pages 143–144 (Mi iimi69)  
On necessary conditions of optimality for infinite horizon problems

D. V. Khlopin

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg
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Abstract: In the works of S. M. Aseev, A. V. Kryazhimskii, V. M. Veliov, the boundary value problem for equations of the Pontryagin Maximum Principle was suggested. Each of the optimal pair (control, trajectory) corresponds to a unique solution of this boundary value problem. This work is devoted to the study of similar transversality conditions without any assumptions on the discount rate.
Keywords: optimal control, infinite horizon problem, transversality condition for infinity, necessary conditions of optimality, Lagrange multipliers.
Received: 15.02.2012
Bibliographic databases:
Document Type: Article
UDC: 517.977.5
MSC: 37N40, 91B62, 49K15
Language: Russian
Citation: D. V. Khlopin, “On necessary conditions of optimality for infinite horizon problems”, Izv. IMI UdGU, 2012, no. 1(39), 143–144
Citation in format AMSBIB
\Bibitem{Khl12}
\by D.~V.~Khlopin
\paper On necessary conditions of optimality for infinite horizon problems
\jour Izv. IMI UdGU
\yr 2012
\issue 1(39)
\pages 143--144
\mathnet{http://mi.mathnet.ru/iimi69}
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