Weak Local Extrema in Infinite Horizon Optimal Control Problems

2015/10/15 by Nico Tauchnitz, Tauchnitz, Nico
Computer Science · Mathematics · #34 #46 #49 #Contact Mechanics and Variational Inequalities #FOS: Mathematics #Nonlinear Partial Differential Equations #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.1510.04544

openalex publication_date 2015/10/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted function spaces we prove necessary conditions in form of the adjoint equation and a variational inequality. The obtained optimality conditions imply several transversality conditions and the validity of Mangasarian type sufficiency conditions. Arising difficulties in the presence of state constraints are discussed.

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