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 Mat. Zametki, 2005, Volume 78, Issue 4, Pages 503–518 (Mi mz2609)

Existence Theorem in the Optimal Control Problem on an Infinite Time Interval

A. V. Dmitruka, N. V. Kuz'kinab

a Central Economics and Mathematics Institute, RAS
b M. V. Lomonosov Moscow State University

Abstract: We consider the optimal control problem on an infinite time interval. The system is linear in the control, the functional is convex in the control, and the control set is convex and compact. We propose a new condition on the behavior of the functional at infinity, which is weaker than the previously known conditions, and prove the existence theorem for the solution under this condition. We consider several special cases and propose a general abstract scheme.

DOI: https://doi.org/10.4213/mzm2609

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English version:
Mathematical Notes, 2005, 78:4, 466–480

Bibliographic databases:

UDC: 517.97
Revised: 04.03.2005

Citation: A. V. Dmitruk, N. V. Kuz'kina, “Existence Theorem in the Optimal Control Problem on an Infinite Time Interval”, Mat. Zametki, 78:4 (2005), 503–518; Math. Notes, 78:4 (2005), 466–480

Citation in format AMSBIB
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• http://mi.mathnet.ru/eng/mz2609
• https://doi.org/10.4213/mzm2609
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