The Pontryagin maximum principle and transversality conditions for a class of optimal control problems with infinite time horizons

SIAM Journal on Control and Optimization

Volumn 43, Issue 3, 2005, Pages 1094-1119

  Aseev, Sergei M ^a,b   Kryazhimskiy, Arkady V ^a,b  

^a INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS   (Austria)

^b STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

Author keywords

Infinite horizon; Optimal control; Optimal economic growth; Pontryagin maximum principle; Transversality conditions

Indexed keywords

APPROXIMATION THEORY; ECONOMICS; FUNCTIONS; HAMILTONIANS; LYAPUNOV METHODS; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION; THEOREM PROVING;

INFINITE HORIZON; NONEMPTY CONVEX COMPACTUM; OPTIMAL ECONOMIC GROWTH; TRANSVERSALITY CONDITIONS;

MAXIMUM PRINCIPLE;

EID: 19944422769     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012903427518     Document Type: Article

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