Hilbert Space Treatment of Optimal Control Problems with Infinite Horizon

Sabine Pickenhain ()
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Sabine Pickenhain: Brandenburg University of Technology

A chapter in Modeling, Simulation and Optimization of Complex Processes - HPSC 2012, 2014, pp 169-182 from Springer

Abstract: Abstract We consider a class of infinite horizon optimal control problems as optimization problems in Hilbert spaces. For typical applications it is demonstrated that the state and control variables belong to a Weighted Sobolev – and Lebesgue space, respectively. In this setting Pontryagin’s Maximum Principle as necessary condition for a strong local minimum is shown. The obtained maximum principle includes transversality conditions as well.

Keywords: Infinite Horizon Optimal Control Problem; Strong Local Minimum; Weak Convergent Subsequence; Weighted Sobolev Spaces; Lebesgue Integral (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-09063-4_14

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DOI: 10.1007/978-3-319-09063-4_14

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