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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2001, Volume 233, Pages 71–88 (Mi tm225)  
This article is cited in 14 scientific papers (total in 14 papers)

The Pontryagin Maximum Principle and Transversality Conditions for an Optimal Control Problem with Infinite Time Interval

S. M. Aseevab, A. V. Kryazhimskiiba, A. M. Tarasyevcb

a Steklov Mathematical Institute, Russian Academy of Sciences
b International Institute for Applied Systems Analysis
c Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences
Full-text PDF (249 kB) Citations (14)
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Abstract: A class of nonlinear optimal control problems with infinite time interval is investigated that arise in mathematical economics. Necessary conditions of optimality in the form of the Pontryagin maximum principle are obtained that contain additional conditions on the adjoint function and on the behavior of the Hamiltonian at infinity. In some cases, these additional conditions guarantee the validity of the usual transversality conditions at infinity.
Received in December 2000
Bibliographic databases:
Document Type: Article
UDC: 517.977
Language: Russian
Citation: S. M. Aseev, A. V. Kryazhimskii, A. M. Tarasyev, “The Pontryagin Maximum Principle and Transversality Conditions for an Optimal Control Problem with Infinite Time Interval”, Differential equations. Certain mathematical problems of optimal control, Collected papers, Trudy Mat. Inst. Steklova, 233, Nauka, MAIK «Nauka/Inteperiodika», M., 2001, 71–88; Proc. Steklov Inst. Math., 233 (2001), 64–80
Citation in format AMSBIB
\Bibitem{AseKryTar01}
\by S.~M.~Aseev, A.~V.~Kryazhimskii, A.~M.~Tarasyev
\paper The Pontryagin Maximum Principle and Transversality Conditions for an Optimal Control Problem with Infinite Time Interval
\inbook Differential equations. Certain mathematical problems of optimal control
\bookinfo Collected papers
\serial Trudy Mat. Inst. Steklova
\yr 2001
\vol 233
\pages 71--88
\publ Nauka, MAIK «Nauka/Inteperiodika»
\publaddr M.
\mathnet{http://mi.mathnet.ru/tm225}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1866978}
\zmath{https://zbmath.org/?q=an:1021.49016}
\transl
\jour Proc. Steklov Inst. Math.
\yr 2001
\vol 233
\pages 64--80
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    • This publication is cited in the following 14 articles:
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