First-order necessary conditions for infinite-horizon variational problems

被引：24

作者：

Blot, J ^{[1
]}

Michel, P ^{[1
]}

机构：

[1] UNIV AIX MARSEILLE 2,CTR VIEILLE CHARITE,GRP RECH ECON QUANTITAT,MARSEILLE,FRANCE

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1996年 / 88卷 / 02期

关键词：

optimal growth; calculus of variations; infinite-horizon problems;

D O I：

10.1007/BF02192175

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We establish rigorously several pointwise or asymptotic first-order necessary conditions for infinite-horizon variational problems in general form, in the framework of continuous time. We obtain several new results, and we extend to general differentiable Lagrangians L(t, x, x) some results known only in special cases. To realize this aim, we justify two different ways to associate a family of finite-horizon problems to an infinite-horizon problem.

引用

页码：339 / 364

页数：26