|
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
Аннотация:
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.
Поступила в редакцию: 14.08.2023 Исправленный вариант: 05.09.2023 Принята в печать: 07.09.2023
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/math11
|
Статистика просмотров: |
Страница аннотации: | 43 |
|