Extremals Flows and Infinite Horizon Optimization

Andrei A. Agrachev () and Francesca C. Chittaro ()
Additional contact information
Andrei A. Agrachev: SISSA-ISAS
Francesca C. Chittaro: SISSA-ISAS

A chapter in Mathematical Control Theory and Finance, 2008, pp 1-13 from Springer

Abstract: Summary We study the existence and the structure of smooth optimal synthesis for regular variational problems with infinite horizon. To do that we investigate the asymptotic behavior of the flows generated by the extremals (of finite horizon problems) using curvature–type invariants of the flows and some methods of hyperbolic dynamics.

Keywords: Quadratic Form; Phase Portrait; Discount Factor; Optimal Trajectory; Horizon Problem (search for similar items in EconPapers)
Date: 2008
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-69532-5_1

Ordering information: This item can be ordered from
http://www.springer.com/9783540695325

DOI: 10.1007/978-3-540-69532-5_1

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().