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http://elar.urfu.ru/handle/10995/102360
Title: | Necessity of limiting co-state arcs in Bolza-type infinite horizon problem |
Authors: | Khlopin, D. V. |
Issue Date: | 2015 |
Publisher: | Taylor and Francis Ltd. |
Citation: | Khlopin D. V. Necessity of limiting co-state arcs in Bolza-type infinite horizon problem / D. V. Khlopin. — DOI 10.1080/02331934.2014.971413 // Optimization. — 2015. — Vol. 64. — Iss. 11. — P. 2417-2440. |
Abstract: | We investigate necessary conditions of optimality for the Bolza-type infinite horizon problem with free right end. The optimality is understood in the sense of weakly uniformly overtaking optimal control. No previous knowledge in the asymptotic behaviour of trajectories or adjoint variables is necessary. Following Seierstad’s idea, we obtain the necessary boundary condition at infinity in the form of a transversality condition for the maximum principle. Those transversality conditions may be expressed in the integral form through an Aseev–Kryazhimskii-type formulae for co-state arcs. The connection between these formulae and limiting gradients of pay-off function at infinity is identified; several conditions under which it is possible to explicitly specify the co-state arc through those Aseev–Kryazhimskii-type formulae are found. For infinite horizon problem of Bolza type, an example is given to clarify the use of the Aseev–Kryazhimskii formula as an explicit expression of the co-state arc. © 2014 Taylor & Francis. |
Keywords: | INFINITE HORIZON PROBLEM LIMITING SUBDIFFERENTIAL OPTIMAL CONTROL PROBLEM OF BOLZA TYPE SHADOW PRICES TRANSVERSALITY CONDITION FOR INFINITY UNBOUNDED COST UNIFORMLY OVERTAKING OPTIMAL CONTROL |
URI: | http://elar.urfu.ru/handle/10995/102360 |
Access: | info:eu-repo/semantics/openAccess |
SCOPUS ID: | 84940579909 |
PURE ID: | 306829 8923afd8-4648-48b6-b845-12ee1139594e |
ISSN: | 2331934 |
DOI: | 10.1080/02331934.2014.971413 |
Appears in Collections: | Научные публикации ученых УрФУ, проиндексированные в SCOPUS и WoS CC |
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