FIRST-ORDER NECESSARY CONDITIONS FOR INFINITE-HORIZON VARIATIONAL-PROBLEMS

Authors
BLOT J MICHEL P
Citation
J. Blot et P. Michel, FIRST-ORDER NECESSARY CONDITIONS FOR INFINITE-HORIZON VARIATIONAL-PROBLEMS, Journal of optimization theory and applications, 88(2), 1996, pp. 339-364
Citations number
20
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
88
Issue
2
Year of publication
1996
Pages
339 - 364
Database
ISI
SICI code
0022-3239(1996)88:2<339:FNCFIV>2.0.ZU;2-#
Abstract
We establish rigorously several pointwise or asymptotic first-order ne cessary conditions for infinite-horizon variational problems in genera l form, in the framework of continuous time. We obtain several new res ults, and we extend to general differentiable Lagrangians L(t, x, x) s ome results known only in special cases. To realize this aim, we justi fy two different ways to associate a family of finite-horizon problems to an infinite-horizon problem.