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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2014, Volume 20, Number 3, Pages 41–57 (Mi timm1084)  
This article is cited in 31 scientific papers (total in 31 papers)

Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions

S. M. Aseevab, V. M. Veliovc

a Steklov Mathematical Institute, Gubkina str. 8, Moscow, 119991, Russia
b International Institute for Applied Systems Analysis, Schlossplatz 1, Laxenburg, A-2361, Austria
c Institute of Mathematical Methods in Economics, Vienna University of Technology, Argentinier str. 8/E105-4, A-1040 Vienna, Austria
Full-text PDF (201 kB) Citations (31)
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Abstract: The paper deals with first order necessary optimality conditions for a class of infinite-horizon optimal control problems that arise in economic applications. Neither convergence of the integral utility functional nor local boundedness of the optimal control is assumed. Using the classical needle variations technique we develop a normal form version of the Pontryagin maximum principle with an explicitly specified adjoint variable under weak regularity assumptions. The result generalizes some previous results in this direction. An illustrative economical example is presented.
Keywords: infinite horizon, Pontryagin maximum principle, transversality conditions, weak regularity assumptions.
Funding agency Grant number
Russian Foundation for Basic Research 13-01-12446-ofi-m2
Austrian Science Fund P 26640-N25
The first author was supported in part by the Russian Foundation for Basic Research under grant No. 13-01-12446-ofi-m2. The second author was supported by the Austrian Science Foundation (FWF) under grant P 26640-N25.
Received: 08.06.2014
English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2015, Volume 291, Issue 1, Pages 22–39
DOI: https://doi.org/10.1134/S0081543815090023
Bibliographic databases:
Document Type: Article
UDC: 517.97
Language: English
Citation: S. M. Aseev, V. M. Veliov, “Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions”, Trudy Inst. Mat. i Mekh. UrO RAN, 20, no. 3, 2014, 41–57; Proc. Steklov Inst. Math. (Suppl.), 291, suppl. 1 (2015), 22–39
Citation in format AMSBIB
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\paper Maximum principle for infinite-horizon optimal control problems under weak regularity assumptions
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\vol 20
\issue 3
\pages 41--57
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\jour Proc. Steklov Inst. Math. (Suppl.)
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\pages 22--39
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    • This publication is cited in the following 31 articles:
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