Optimality in infinite-horizon variational problems under sign conditions

Journal of Optimization Theory and Applications

Volumn 106, Issue 2, 2000, Pages 411-419

  Blot, J ^a   Cartigny, P ^b  

^a UNIVERSITÉ PARIS 1 PANTHÉON SORBONNE   (France)

^b AIX MARSEILLE UNIVERSITY   (France)

Author keywords

Calculus of variations; Infinite horizon problems; Lagrangian systems; Optimal economic growth

Indexed keywords

CALCULATIONS; ECONOMICS; VARIATIONAL TECHNIQUES;

CALCULUS OF VARIATIONS; INFINITE HORIZON PROBLEMS; INFINITE HORIZONS; LAGRANGIAN; LAGRANGIAN SYSTEM; OPTIMAL ECONOMIC GROWTH; OPTIMALITY; PROPERTY; SIGN CONDITIONS; VARIATIONAL PROBLEMS;

LAGRANGE MULTIPLIERS;

EID: 0034239559     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1004611816252     Document Type: Article

References (6)

1. 1. CARLSON, D. A., HAURIE, A. B., and LEIZAROWITZ, A., Infinite-Horizon Optimal Control: Deterministic and Stochastic Systems, Springer Verlag, Berlin, Germany, 1991.
2. 2. BLOT, J., and CARTIGNY, P., Bounded Solutions and Oscillations of Convex Lagrangian Systems in Presence of a Discount Rate, Zeitschrift für Analysis und Anwendungen, Vol. 14, pp. 731-750, 1995.
3. 3. BLOT, J., and MICHEL, P., First-Order Necessary Conditions for Infinite-Horizon Variational Problems, Journal of Optimization Theory and Applications, Vol. 88, pp. 339-364, 1996.
4. 4. ALEXEEV, V. M., TIHOMIROV, V. M., and FOMIN, S. V., Commande Optimale, MIR, Moscow, Russia, 1982 (in French).
5. 5. CESARI, L., Optimization: Theory and Applications, Springer Verlag, New York, NY, 1983.
6. 6. BLOT, J., and HAYEK, N., Second-Order Necessary Conditions for Infinite-Horizon Variational Problems, Mathematics of Operations Research, Vol. 21, pp. 979-990, 1996.