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Optimal Control of Second Order Systems with Infinite Time Horizon: Existence of Solutions

D. Idczak () and S. Walczak ()
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D. Idczak: University of Lodz
S. Walczak: University of Lodz

Journal of Optimization Theory and Applications, 2010, vol. 147, issue 2, No 1, 205-222

Abstract: Abstract We investigate an optimal control problem described by a second-order ordinary differential equation on the interval ]0,∞[ and an integral cost functional. The study of this problem is based on a variational approach. In the first part of the paper, a theorem on the existence and uniqueness of a solution to the control system, corresponding to any admissible control, is derived. In the second part, some results on the continuous dependence of solutions on the controls and a theorem on the existence of classically optimal solution to the problem under consideration are given.

Keywords: Second-order systems; Infinite horizon; Optimal control; Existence of solutions (search for similar items in EconPapers)
Date: 2010
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DOI: 10.1007/s10957-010-9718-x

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