Turnpike theorems by a value function approach

ESAIM - Control, Optimisation and Calculus of Variations

Volumn 10, Issue 1, 2004, Pages 123-141

  Rapaport, Alain ^a   Cartigny, Pierre ^b  

^a UMR Analyse des Systemes et Biometrie   (France)

^b Centre National de la Recherche Scientifique   (France)

Author keywords

Calculus of variations; Hamilton Jacobi equation; Infinite horizon; Turnpike; Viscosity solutions

Indexed keywords

GREEN'S FUNCTION; HAMILTONIANS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; PROBLEM SOLVING; VARIATIONAL TECHNIQUES; VISCOSITY;

GREEN THEOREM; SINGULAR SOLUTIONS; TURNPIKE THEOREMS; VALUE FUNCTION APPROACH;

THEOREM PROVING;

EID: 12844273557     PISSN: 12928119     EISSN: 12623377     Source Type: Journal    
DOI: 10.1051/cocv:2003039     Document Type: Article

References (11)

1. G. Barles, Solutions de viscosité des équations de Hamilton-Jacobi. Springer-Verlag, Paris-Heidelberg-New York (1994).
2. D.J. Bell and D.H. Jacobson, Singular Optimal Control Problems. Academic Press, London (1975).
3. J. Blot and P. Cartigny, Optimality in Infinite Horizon Variational Problems under Signs Conditions. J. Optim. Theory Appl. 106 (2000) 411-419.
4. J. Blot and P. Michel, First-Order Necessary Conditions for the Infinite-Horizon Variational Problems. J. Optim. Theory Appl. 88 (1996) 339-364.
5. P. Cartigny and P. Michel, On a Sufficient Transversality Condition for Infinite Horizon Optimal Control Problems. Automatica 39 (2003) 1007-1010.
6. C.W. Clark, Mathematical Bioeconomics: The Optimal Management of Renewable Resources. Wiley, New York (1976).
7. I. Ekeland, Some Variational Problems Arising from Mathematical Economics. Springer-Verlag, Lecture Notes in Math. 1330 (1986).
8. R.F. Hartl and G. Feichtinger, A New Sufficient Condition for Most Rapid Approach Paths. J. Optim. Theory Appl. 54 (1987).
9. M.G. Crandall and P.-L. Lions, Viscosity Solutions of Hamilton-Jacobi Equations. Trans. Americ. Math. 277 (1983) 1-42.
10. A. Miele, Extremization of Linear Integrals by Green’s Theorem, Optimization Technics, G. Leitmann Ed. Academic Press, New York (1962) 69-98.
11. A. Rapaport and P. Cartigny, Theoreme de l’autoroute et equation d’Hamilton-Jacobi. C.R. Acad. Sci. 335 (2002) 1091-1094.