2ND-ORDER NECESSARY CONDITIONS FOR THE INFINITE-HORIZON VARIATIONAL-PROBLEMS

Authors
BLOT J HAYEK N
Citation
J. Blot et N. Hayek, 2ND-ORDER NECESSARY CONDITIONS FOR THE INFINITE-HORIZON VARIATIONAL-PROBLEMS, Mathematics of operations research, 21(4), 1996, pp. 979-990
Citations number
14
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics
Journal title
Mathematics of operations research → ACNP
ISSN journal
0364765X
Volume
21
Issue
4
Year of publication
1996
Pages
979 - 990
Database
ISI
SICI code
0364-765X(1996)21:4<979:2NCFTI>2.0.ZU;2-H
Abstract
We give new proofs of first-order and second-order necessary condition s for the infinite-horizon variational problems in the framework of th e continuous time. We study the notion of conjugate points and we buil d new second-order necessary conditions. We also translate all of our results into the Hamiltonian formalism. Moreover, we apply these gener al results to the special Lagrangians in the form e(-delta t)l(x, x).