Email this article Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints
- Authors: Aseev S.M.1,2,3
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Affiliations:
- Steklov Mathematical Institute of the Russian Academy of Sciences
- International Institute for Applied Systems Analysis
- Krasovskii Institute of Mathematics and Mechanics
- Issue: Vol 297, No Suppl 1 (2017)
- Pages: 1-10
- Section: Article
- URL: https://journals.rcsi.science/0081-5438/article/view/174717
- DOI: https://doi.org/10.1134/S0081543817050017
- ID: 174717
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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.
About the authors
S. M. Aseev
Steklov Mathematical Institute of the Russian Academy of Sciences; International Institute for Applied Systems Analysis; Krasovskii Institute of Mathematics and Mechanics
Author for correspondence.
Email: aseev@mi.ras.ru
Russian Federation, Moscow, 119991; Laxenburg, A-2361; Yekaterinburg, 620990
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