On a sufficient transversality condition for infinite horizon optimal control problems

被引:39
作者
Cartigny, P
Michel, P
机构
[1] Univ Mediterranee, INRA Lameta, F-34060 Montpellier, France
[2] Univ Mediterranee, GREQAM, Marseille, France
[3] Univ Mediterranee, IUF, F-13002 Marseille, France
[4] Univ Mediterranee, GREQAM, F-13002 Marseille, France
关键词
optimal control; infinite horizon; transversality conditions;
D O I
10.1016/S0005-1098(03)00060-8
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We prove that, for a class of optimal control problems with infinite horizon, convergence to zero for the co-state variable when time goes to infinity is a sufficient transversality condition. (C) 2003 Elsevier Science Ltd. All rights reserved.
引用
收藏
页码:1007 / 1010
页数:4
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