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Steklov Mathematical Institute Seminar
January 18, 2024 16:00, Moscow, Steklov Mathematical Institute of RAS, Conference Hall (8 Gubkina)
 


The Pontryagin maximum principle for optimal control problem with an asymptotic endpoint constraint

S. M. Aseev
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S. M. Aseev
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Abstract: Infinite-horizon optimal control problems with asymptotic endpoint constraints naturally arise in economics in studies of growth processes. A new version of the Pontryagin maximum principle for problems of this type is in the focus of the presentation. The result is obtained without any a priory assumptions on asymptotic behavior of the optimal trajectory. The proof is based on reducing the original problem to a family of standard finite-horizon problems with increasing terminal times and exploitation of properties of the conditional cost function.
 
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