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Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2016, Volume 22, Number 2, Pages 18–27
DOI: https://doi.org/10.21538/0134-4889-2016-22-2-18-27 (Mi timm1286) 		 
This article is cited in 4 scientific papers (total in 4 papers)

Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints

S. M. Aseevab

a Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
b International Institute for Applied Systems Analysis, Laxenburg
Full-text PDF (191 kB) Citations (4)
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DOI: https://doi.org/10.21538/0134-4889-2016-22-2-18-27
Abstract: We consider a class of infinite-horizon optimal control problems with not necessarily bounded set of control constraints. Sufficient conditions for the existence of an optimal control are derived in the general nonlinear case by means of finite-horizon approximations and the tools of the Pontryagin maximum principle. Conditions guaranteeing the uniform local boundedness of optimal controls are also obtained.
Keywords: optimal control, infinite horizon, unbounded controls, existence of a solution, the Pontryagin maximum principle.
Funding agency Grant number
Russian Science Foundation 15-11-10018
Received: 04.04.2016
English version:
Proceedings of the Steklov Institute of Mathematics (Supplementary issues), 2017, Volume 297, Issue 1, Pages 1–10
DOI: https://doi.org/10.1134/S0081543817050017
Bibliographic databases:
Document Type: Article
UDC: 517.977
MSC: 49J15
Language: Russian
Citation: S. M. Aseev, “Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints”, Trudy Inst. Mat. i Mekh. UrO RAN, 22, no. 2, 2016, 18–27; Proc. Steklov Inst. Math. (Suppl.), 297, suppl. 1 (2017), 1–10
Citation in format AMSBIB
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    This publication is cited in the following 4 articles:
    1. Anton O. Belyakov, “On Sufficient Optimality Conditions for Infinite Horizon Optimal Control Problems”, Proc. Steklov Inst. Math., 308 (2020), 56–66  mathnet  crossref  crossref  mathscinet  isi  elib
    2. K. O. Besov, “On Balder's Existence Theorem for Infinite-Horizon Optimal Control Problems”, Math. Notes, 103:2 (2018), 167–174  mathnet  crossref  crossref  mathscinet  isi  elib
    3. S. Aseev, T. Manzoor, “Optimal exploitation of renewable resources: lessons in sustainability from an optimal growth model of natural resource consumption”, Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov, Lecture Notes in Economics and Mathematical Systems, 687, eds. G. Feichtinger, R. Kovacevic, G. Tragler, Springer-Verlag Berlin, 2018, 221–245  crossref  mathscinet  zmath  isi  scopus
    4. S. M. Aseev, “An existence result for infinite-horizon optimal control problem with unbounded set of control constraints”, IFAC-PapersOnLine, 51:32 (2018), 281–285  crossref  isi
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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