Necessary Conditions for Nonsmooth, Infinite-Horizon, Optimal Control Problems
A. Seierstad
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A. Seierstad: University of Oslo
Journal of Optimization Theory and Applications, 1999, vol. 103, issue 1, No 10, 229 pages
Abstract:
Abstract Necessary conditions are proved for deterministic nonsmooth optimal control problems involving an infinite horizon and terminal conditions at infinity. The necessary conditions include a complete set of transversality conditions.
Keywords: Infinite-horizon problems; nonsmooth optimal control (search for similar items in EconPapers)
Date: 1999
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DOI: 10.1023/A:1021733719020
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