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Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2008, Volume 262, Pages 187–195
(Mi tm773)
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This article is cited in 4 scientific papers (total in 4 papers)
Necessary Optimality Conditions for Nonautonomous Control Systems with an Infinite Time Horizon
N. A. Malysh M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
We consider a nonautonomous optimal control problem on an infinite time horizon with an integral functional containing a positive discounting factor. In the case of a dominating discounting factor, we obtain a variant of the Pontryagin maximum principle that contains explicit expressions for the adjoint variable and the Hamiltonian of the problem.
Received in April 2008
Citation:
N. A. Malysh, “Necessary Optimality Conditions for Nonautonomous Control Systems with an Infinite Time Horizon”, Optimal control, Collected papers. Dedicated to professor Viktor Ivanovich Blagodatskikh on the occation of his 60th birthday, Trudy Mat. Inst. Steklova, 262, MAIK Nauka/Interperiodica, Moscow, 2008, 187–195; Proc. Steklov Inst. Math., 262 (2008), 179–187
Linking options:
https://www.mathnet.ru/eng/tm773 https://www.mathnet.ru/eng/tm/v262/p187
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Abstract page: | 373 | Full-text PDF : | 71 | References: | 70 | First page: | 15 |
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