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- Title
Conditional Cost Function and Necessary Optimality Conditions for Infinite Horizon Optimal Control Problems.
- Authors
Aseev, S. M.
- Abstract
An infinite horizon optimal control problem with general endpoint constraints is reduced to a family of standard problems on finite time intervals containing the conditional cost of the phase vector as a terminal term. A new version of the Pontryagin maximum principle containing an explicit characterization of the adjoint variable is obtained for the problem with a general asymptotic endpoint constraint. In the case of the problem with a free final state, this approach leads to a normal form version of the maximum principle formulated completely in the terms of the conditional cost function.
- Subjects
COST functions; PONTRYAGIN'S minimum principle; MAXIMUM principles (Mathematics); NORMAL forms (Mathematics)
- Publication
Doklady Mathematics, 2023, Vol 108, Issue 3, p425
- ISSN
1064-5624
- Publication type
Article
- DOI
10.1134/S1064562423600586