On a sufficient condition for infinite horizon optimal control problems
Optimization and Control
2019-09-18 v1
Abstract
New form of sufficient optimality condition is obtained in comparison with the Mangasarian sufficiency theorem. Both finite and infinite values of objective functional are allowed since concepts of overtaking and weakly overtaking optimality are implied. Examples, where new conditions can be applied are presented. The conditions are shown to be both necessary and sufficient, when Hamiltonian is linear with respect to state and control.
Cite
@article{arxiv.1909.07379,
title = {On a sufficient condition for infinite horizon optimal control problems},
author = {Anton O. Belyakov},
journal= {arXiv preprint arXiv:1909.07379},
year = {2019}
}
Comments
11 pages