The Pontryagin maximum principle and transversality conditions for a class of optimal economic growth problems.

被引：0

作者：

Aseev, SM ^{[1
]}

Kryazhimskii, AV ^{[1
]}

Tarasyev, AM ^{[1
]}

机构：

[1] Steklov Inst Math, Moscow 117966, Russia

来源：

NONLINEAR CONTROL SYSTEMS 2001, VOLS 1-3 | 2002年

关键词：

optimal control; infinite horizon; maximum principle; transversality conditions;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this paper a class of nonlinear infinite horizon optimal control problems arising in mathematical economics is considered. First order necessary optimality conditions in a form of the Pontryagin maximum principle are developed together with some extra conditions on the adjoint function and the behaviour of the Hamiltonian at the infinity. In some cases these additional conditions guarantee the validity of the standard transversality conditions at the infinity. Copyright (C) 2001 IFAC.

引用

页码：71 / 75

页数：5

共 50 条

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