Weak Local Extrema in Infinite Horizon Optimal Control Problems
Optimization and Control
2018-07-05 v5
Abstract
In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality. The obtained optimality conditions imply several transversality conditions and the validity of Mangasarian type sufficiency conditions. Arising difficulties in the presence of state constraints are discussed.
Cite
@article{arxiv.1510.04544,
title = {Weak Local Extrema in Infinite Horizon Optimal Control Problems},
author = {Nico Tauchnitz},
journal= {arXiv preprint arXiv:1510.04544},
year = {2018}
}
Comments
47 pages, in german, revised. arXiv admin note: text overlap with arXiv:1508.02340