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Trudy Inst. Mat. i Mekh. UrO RAN, 2016, Volume 22, Number 2, Pages 18–27 (Mi timm1286)  

This article is cited in 1 scientific paper (total in 1 paper)

Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints

S. M. Aseevab

a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
b International Institute for Applied Systems Analysis, Laxenburg

Abstract: We consider a class of infinite-horizon optimal control problems with not necessarily bounded set of control constraints. Sufficient conditions for the existence of an optimal control are derived in the general nonlinear case by means of finite-horizon approximations and the tools of the Pontryagin maximum principle. Conditions guaranteeing the uniform local boundedness of optimal controls are also obtained.

Keywords: optimal control, infinite horizon, unbounded controls, existence of a solution, the Pontryagin maximum principle.

Funding Agency Grant Number
Russian Science Foundation 15-11-10018


DOI: https://doi.org/10.21538/0134-4889-2016-22-2-18-27

Full text: PDF file (191 kB)
References: PDF file   HTML file

English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2017, 297, suppl. 1, 1–10

Bibliographic databases:

Document Type: Article
UDC: 517.977
MSC: 49J15
Received: 04.04.2016

Citation: S. M. Aseev, “Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints”, Trudy Inst. Mat. i Mekh. UrO RAN, 22, no. 2, 2016, 18–27; Proc. Steklov Inst. Math. (Suppl.), 297, suppl. 1 (2017), 1–10

Citation in format AMSBIB
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\by S.~M.~Aseev
\paper Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints
\serial Trudy Inst. Mat. i Mekh. UrO RAN
\yr 2016
\vol 22
\issue 2
\pages 18--27
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\crossref{https://doi.org/10.21538/0134-4889-2016-22-2-18-27}
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\elib{http://elibrary.ru/item.asp?id=26040806}
\transl
\jour Proc. Steklov Inst. Math. (Suppl.)
\yr 2017
\vol 297
\issue , suppl. 1
\pages 1--10
\crossref{https://doi.org/10.1134/S0081543817050017}
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    This publication is cited in the following articles:
    1. K. O. Besov, “On Balder's Existence Theorem for Infinite-Horizon Optimal Control Problems”, Math. Notes, 103:2 (2018), 167–174  mathnet  crossref  crossref  isi  elib
  • Trudy Instituta Matematiki i Mekhaniki UrO RAN
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