This article is cited in 35 papers

Existence Theorem in the Optimal Control Problem on an Infinite Time Interval

A. V. Dmitruk^a, N. V. Kuz'kina<sup>b

a</sup> Central Economics and Mathematics Institute, RAS
^b M. V. Lomonosov Moscow State University

Abstract: We consider the optimal control problem on an infinite time interval. The system is linear in the control, the functional is convex in the control, and the control set is convex and compact. We propose a new condition on the behavior of the functional at infinity, which is weaker than the previously known conditions, and prove the existence theorem for the solution under this condition. We consider several special cases and propose a general abstract scheme.

UDC: 517.97

Received: 04.02.2004
Revised: 04.03.2005

DOI: 10.4213/mzm2609

 English version: Mathematical Notes, 2005, 78:4, 466–480

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