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Mathematics, 2023, Volume 11, Issue 18, 3851
DOI: https://doi.org/10.3390/math11183851
 

Necessary conditions for the optimality and sustainability of solutions in infinite-horizon optimal control problems

S. M. Aseevab

a Steklov Mathematical Institute of Russian Academy of Sciences, 8 Gubkina St., 119991 Moscow, Russia
b Lomonosov Moscow State University, GSP-1, Leninskie Gory, 119991 Moscow, Russia
Abstract: The paper deals with an infinite-horizon optimal control problem with general asymptotic endpoint constraints. The fulfillment of constraints of this type can be viewed as the minimal necessary condition for the sustainability of solutions. A new version of the Pontryagin maximum principle with an explicitly specified adjoint variable is developed. The proof of the main results is based on the fact that the restriction of the optimal process to any finite time interval is a solution to the corresponding finite-horizon problem containing the conditional cost of the phase vector as a terminal term.
Funding agency Grant number
Russian Science Foundation 19-11-00223
This research was financially supported by the Russian Science Foundation (project no. 19-11-00223).
Received: 14.08.2023
Revised: 05.09.2023
Accepted: 07.09.2023
Bibliographic databases:
Document Type: Article
MSC: Primary 49K15; Secondary 91B62
Language: English
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