Please use this identifier to cite or link to this item: http://hdl.handle.net/10995/102360
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dc.contributor.authorKhlopin, D. V.en
dc.date.accessioned2021-08-31T15:03:19Z-
dc.date.available2021-08-31T15:03:19Z-
dc.date.issued2015-
dc.identifier.citationKhlopin 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.en
dc.identifier.issn2331934-
dc.identifier.otherFinal2
dc.identifier.otherAll Open Access, Green3
dc.identifier.otherhttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84940579909&doi=10.1080%2f02331934.2014.971413&partnerID=40&md5=2f585411971d5c21f139c9f873e38d77
dc.identifier.otherhttp://arxiv.org/pdf/1407.0498m
dc.identifier.urihttp://hdl.handle.net/10995/102360-
dc.description.abstractWe 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.en
dc.format.mimetypeapplication/pdfen
dc.language.isoenen
dc.publisherTaylor and Francis Ltd.en
dc.rightsinfo:eu-repo/semantics/openAccessen
dc.sourceOptimization2
dc.sourceOptimizationen
dc.subjectINFINITE HORIZON PROBLEMen
dc.subjectLIMITING SUBDIFFERENTIALen
dc.subjectOPTIMAL CONTROLen
dc.subjectPROBLEM OF BOLZA TYPEen
dc.subjectSHADOW PRICESen
dc.subjectTRANSVERSALITY CONDITION FOR INFINITYen
dc.subjectUNBOUNDED COSTen
dc.subjectUNIFORMLY OVERTAKING OPTIMAL CONTROLen
dc.titleNecessity of limiting co-state arcs in Bolza-type infinite horizon problemen
dc.typeArticleen
dc.typeinfo:eu-repo/semantics/articleen
dc.typeinfo:eu-repo/semantics/publishedVersionen
dc.identifier.doi10.1080/02331934.2014.971413-
dc.identifier.scopus84940579909-
local.contributor.employeeKhlopin, D.V., Department of Controlled Systems, Krasovskii Institute of Mathematics and Mechanics, Russian Academy of Sciences, Yekaterinburg, Russian Federation, Chair of Applied Mathematics, Institute of Mathematics and Computer Science, Ural Federal University, Yekaterinburg, Russian Federation
local.description.firstpage2417-
local.description.lastpage2440-
local.issue11-
local.volume64-
local.contributor.departmentDepartment of Controlled Systems, Krasovskii Institute of Mathematics and Mechanics, Russian Academy of Sciences, Yekaterinburg, Russian Federation
local.contributor.departmentChair of Applied Mathematics, Institute of Mathematics and Computer Science, Ural Federal University, Yekaterinburg, Russian Federation
local.identifier.pure306829-
local.identifier.pure8923afd8-4648-48b6-b845-12ee1139594euuid
local.identifier.eid2-s2.0-84940579909-
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