Tools
Tools
Aseev, S.M. & Veliov, V.M. (2012). Needle Variations in Infinite-Horizon Optimal Control. Research Report 2012-04, Operations Research and Control Systems, Institute of Mathematical Methods in Economics, Vienna University of Technology, Austria (September 2012)
Full text not available from this repository.Abstract
The paper develops the needle variations technique in application to a class of infinite-horizon optimal control problems in which an appropriate relation between the growth rate of the solution and the growth rate of the objective function is satisfied. The optimal objective value does not need to be finite. Based on the concept of weakly overtaking optimality we establish the normal form version of the Pontryagin maximum principle with an explicitly specified adjoint variable. A few illustrative examples are presented as well.
| Item Type: | Other |
|---|---|
| Research Programs: | Advanced Systems Analysis (ASA) |
| Bibliographic Reference: | Research Report 2012-04, Operations Research and Control Systems, Institute of Mathematical Methods in Economics, Vienna University of Technology, Austria (September 2012) |
| Depositing User: | IIASA Import |
| Date Deposited: | 15 Jan 2016 08:47 |
| Last Modified: | 27 Aug 2021 17:22 |
| URI: | https://pure.iiasa.ac.at/10115 |
Actions (login required)
 |
View Item |