Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales
Optimization and Control
2012-11-13 v1 Classical Analysis and ODEs
Abstract
We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and discrete settings: our results seem new and interesting even in the particular cases when the time scale is the set of real numbers or the set of integers.
Cite
@article{arxiv.1204.3329,
title = {Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales},
author = {Natalia Martins and Delfim F. M. Torres},
journal= {arXiv preprint arXiv:1204.3329},
year = {2012}
}
Comments
This is a preprint of a paper whose final and definite form will appear in Journal of Optimization Theory and Applications (JOTA). Paper submitted 17-Nov-2011; revised 24-March-2012 and 10-April-2012; accepted for publication 15-April-2012