Kunisch, Karl; Vásquez-Varas, Donato Consistent smooth approximation of feedback laws for infinite horizon control problems with non-smooth value functions. (English) Zbl 07938855 J. Differ. Equations 411, 438-477 (2024). MSC: 49N35 68Q32 93B52 35D40 35F21 49L12 49J15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ji, Yuanyuan; Zhang, Qi Infinite horizon backward stochastic difference equations and related stochastic recursive control problems. (English) Zbl 07930237 SIAM J. Control Optim. 62, No. 5, 2750-2775 (2024). MSC: 93E20 93C55 39A50 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Liangquan; Zhang, Wei Infinite horizon Stackelberg differential games with random coefficients under control input constraint. (English) Zbl 1533.93855 Int. J. Control 97, No. 2, 259-271 (2024). MSC: 93E20 49N70 49N10 91A65 91A15 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Trusov, N. V.; Shananin, A. A. Mathematical model of human capital dynamics. (English. Russian original) Zbl 1530.91292 Comput. Math. Math. Phys. 63, No. 10, 1942-1954 (2023); translation from Zh. Vychisl. Mat. Mat. 63, No. 10, 1747-1760 (2023). MSC: 91B39 49J15 × Cite Format Result Cite Review PDF Full Text: DOI
El Asri, Brahim; Ourkiya, Nacer Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem. (English) Zbl 1535.60096 Stoch. Dyn. 23, No. 5, Article ID 2350035, 21 p. (2023). MSC: 60H10 93E20 60H30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Khlopin, Dmitry; Gromov, Dmitry On the optimal harvesting strategy for a generalized population model. (English) Zbl 1531.91187 Optim. Control Appl. Methods 44, No. 4, 1917-1935 (2023). MSC: 91B76 92D25 49N90 × Cite Format Result Cite Review PDF Full Text: DOI
Shananin, A. A.; Trusov, N. V. Mathematical modeling of the household behavior in the labor market. (English) Zbl 1520.91230 Khachay, Michael (ed.) et al., Mathematical optimization theory and operations research. 22nd international conference, MOTOR 2023, Ekaterinburg, Russia, July 2–8, 2023. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 13930, 409-424 (2023). MSC: 91B42 91B39 × Cite Format Result Cite Review PDF Full Text: DOI
Khlopin, Dmitry Necessary conditions in infinite-horizon control problems that need no asymptotic assumptions. (English) Zbl 1509.49012 Set-Valued Var. Anal. 31, No. 1, Paper No. 8, 36 p. (2023); correction ibid. 31, No. 4, Paper No. 39, 3 p. (2023). MSC: 49K15 49J53 93C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Yang, Xueyang; Yu, Zhiyong FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays. (English) Zbl 1485.93643 Syst. Control Lett. 161, Article ID 105149, 9 p. (2022). MSC: 93E20 49N10 93C15 60H30 × Cite Format Result Cite Review PDF Full Text: DOI
Nikooeinejad, Z.; Heydari, M.; Loghmani, G. B. Numerical solution of two-point BVPs in infinite-horizon optimal control theory: a combined quasilinearization method with exponential Bernstein functions. (English) Zbl 1483.49011 Int. J. Comput. Math. 98, No. 11, 2156-2174 (2021). MSC: 49J15 49M05 65L03 × Cite Format Result Cite Review PDF Full Text: DOI
Paula Chorobura, Ana Multi-objective infinite horizon optimal control problems: characterization of the Pareto fronts and Pareto solutions. (English) Zbl 1476.49010 Comput. Appl. Math. 40, No. 8, Paper No. 258, 24 p. (2021). MSC: 49J20 49M25 90C29 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. Strongly agreeable programs for the Robinson-Solow-Srinivasan mode. (English) Zbl 1492.49005 Pure Appl. Funct. Anal. 6, No. 5, 1055-1069 (2021). Reviewer: Florian Mannel (Graz) MSC: 49J21 91B62 × Cite Format Result Cite Review PDF Full Text: Link
Zaslavski, Alexander J. A nonintersection property for solutions of continuous time optimal control problems. (English) Zbl 1481.49010 Pure Appl. Funct. Anal. 6, No. 2, 485-495 (2021). Reviewer: Andreas Mang (Houston) MSC: 49J21 × Cite Format Result Cite Review PDF Full Text: Link
Wei, Qingmeng; Yu, Zhiyong Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients. (English) Zbl 1467.93340 SIAM J. Control Optim. 59, No. 4, 2594-2623 (2021). MSC: 93E20 60H10 49N10 × Cite Format Result Cite Review PDF Full Text: DOI
Shahini, M.; Mehrpouya, M. A. Transformed orthogonal functions for solving infinite horizon fractional optimal control problems. (English) Zbl 1466.49020 Eur. J. Control 59, 13-28 (2021). MSC: 49K10 90C30 × Cite Format Result Cite Review PDF Full Text: DOI
Pu, Jiangyan; Zhang, Qi Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon. (English) Zbl 1461.93550 Appl. Math. Optim. 83, No. 2, 1005-1023 (2021). MSC: 93E20 49N10 91G05 × Cite Format Result Cite Review PDF Full Text: DOI
Barbieri, Fabio; Costa, Oswaldo L. V. Mean-field formulation for the infinite-horizon mean-variance control of discrete-time linear systems with multiplicative noises. (English) Zbl 1542.93411 IET Control Theory Appl. 14, No. 17, 2600-2612 (2020). MSC: 93E20 93C55 93C05 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. A nonintersection property for solutions of discrete time optimal control problems. (English) Zbl 1462.49042 Pure Appl. Funct. Anal. 5, No. 3, 807-816 (2020). Reviewer: Mircea Balaj (Oradea) MSC: 49J99 91B55 × Cite Format Result Cite Review PDF Full Text: Link
Kalise, Dante; Kunisch, Karl; Rao, Zhiping Sparse and switching infinite horizon optimal controls with mixed-norm penalizations. (English) Zbl 1454.49004 ESAIM, Control Optim. Calc. Var. 26, Paper No. 61, 25 p. (2020). Reviewer: Svetlana A. Kravchenko (Minsk) MSC: 49J15 49K15 49L20 49M05 90C39 49J52 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Koval’chuk, T. V.; Mohyl’ova, V. V.; Shovkoplyas, T. V. Averaging method in problems of optimal control over impulsive systems. (English. Ukrainian original) Zbl 1460.49024 J. Math. Sci., New York 247, No. 2, 314-327 (2020); translation from Neliniĭni Kolyvannya 22, No. 1, 86-97 (2019). Reviewer: Roman Šimon Hilscher (Brno) MSC: 49N25 49K15 34H05 × Cite Format Result Cite Review PDF Full Text: DOI
Källblad, Sigrid Black’s inverse investment problem and forward criteria with consumption. (English) Zbl 1444.91199 SIAM J. Financ. Math. 11, No. 2, 494-525 (2020). MSC: 91G10 91B16 91G80 35Q93 35C15 49N15 49N45 60G60 × Cite Format Result Cite Review PDF Full Text: DOI
Basco, Vincenzo; Frankowska, Hélène Lipschitz continuity of the value function for the infinite horizon optimal control problem under state constraints. (English) Zbl 1427.49011 Alabau-Boussouira, Fatiha (ed.) et al., Trends in control theory and partial differential equations. Cham: Springer. Springer INdAM Ser. 32, 17-38 (2019). MSC: 49J45 × Cite Format Result Cite Review PDF Full Text: DOI
Glizer, Valery Y.; Kelis, Oleg Singular infinite horizon linear-quadratic optimal control problem for systems with known disturbances: a regularization approach. (English) Zbl 1424.49038 PLISKA, Stud. Math. 29, 47-56 (2018). Reviewer: Angela Slavova (Sofia) MSC: 49N10 49K40 49N60 49N35 49N25 93C73 × Cite Format Result Cite Review PDF Full Text: Link
Glizer, Valery Y.; Kelis, Oleg Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances. (English) Zbl 1407.49051 Numer. Algebra Control Optim. 8, No. 2, 211-235 (2018). MSC: 49N10 93C70 93C73 × Cite Format Result Cite Review PDF Full Text: DOI
Shahini, M.; Mehrpouya, M. A. Transformed Legendre spectral method for solving infinite horizon optimal control problems. (English) Zbl 1403.49027 IMA J. Math. Control Inf. 35, No. 2, 341-356 (2018). MSC: 49M30 44A15 93B18 × Cite Format Result Cite Review PDF Full Text: DOI
Birgani, Soleiman Najafi; Moaveni, Bijan; Khaki-Sedigh, Ali Infinite horizon linear quadratic tracking problem: a discounted cost function approach. (English) Zbl 1398.49026 Optim. Control Appl. Methods 39, No. 4, 1549-1572 (2018). MSC: 49N10 93D20 93B52 93C35 × Cite Format Result Cite Review PDF Full Text: DOI
Blot, Joël; Bouadi, Abdelkader; Nazaret, Bruno Infinite-horizon problems under periodicity constraint. (English) Zbl 1386.49035 Vietnam J. Math. 46, No. 1, 127-147 (2018). MSC: 49K30 49N20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Cannarsa, P.; Frankowska, H. Value function, relaxation, and transversality conditions in infinite horizon optimal control. (English) Zbl 1376.49016 J. Math. Anal. Appl. 457, No. 2, 1188-1217 (2018). MSC: 49J45 49N60 49K99 × Cite Format Result Cite Review PDF Full Text: DOI HAL
Khlopin, Dmitry On Lipschitz continuity of value functions for infinite horizon problem. (English) Zbl 1390.49017 Pure Appl. Funct. Anal. 2, No. 3, 535-552 (2017). MSC: 49K15 49K40 91B62 49L20 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Krasovskii, A. A.; Lebedev, P. D.; Tarasyev, A. M. Some facts about the Ramsey model. (English. Russian original) Zbl 1387.49038 Proc. Steklov Inst. Math. 299, Suppl. 1, S123-S131 (2017); translation from Tr. Inst. Mat. Mekh. (Ekaterinburg) 22, No. 3, 160-168 (2016). MSC: 49K21 × Cite Format Result Cite Review PDF Full Text: DOI
Glizer, Valery Y. Dependence on parameter of the solution to an infinite horizon linear-quadratic optimal control problem for systems with state delays. (English) Zbl 1381.49033 Pure Appl. Funct. Anal. 2, No. 2, 259-283 (2017). Reviewer: Tullio Zolezzi (Genova) MSC: 49N10 49K40 × Cite Format Result Cite Review PDF Full Text: Link
Khlopin, Dmitry On Hamiltonian as limiting gradient in infinite horizon problem. (English) Zbl 1370.49012 J. Dyn. Control Syst. 23, No. 1, 71-88 (2017). MSC: 49K15 49J45 91B62 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Orrieri, Carlo; Veverka, Petr Necessary stochastic maximum principle for dissipative systems on infinite time horizon. (English) Zbl 1354.93178 ESAIM, Control Optim. Calc. Var. 23, No. 1, 337-371 (2017). MSC: 93E20 60H10 49K45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kiselev, Yu. N.; Orlov, M. V.; Orlov, S. M. Boundary value problem of Pontryagin’s maximum principle in a two-sector economy model with an integral utility function. (English. Russian original) Zbl 1337.49034 Comput. Math. Math. Phys. 55, No. 11, 1779-1793 (2015); translation from Zh. Vychisl. Mat. Mat. Fiz. 55, No. 11, 1812-1826 (2015). MSC: 49K15 49J15 49N90 49M30 91B38 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Khlopin, D. V. Necessity of limiting co-state arcs in Bolza-type infinite horizon problem. (English) Zbl 1328.49019 Optimization 64, No. 11, 2417-2440 (2015). MSC: 49K15 49J52 91B62 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zaslavski, Alexander J. Existence and a turnpike property of solutions for a class of nonautonomous optimal control systems with discounting. (English) Zbl 1327.49015 J. Nonlinear Convex Anal. 16, No. 6, 1155-1183 (2015). MSC: 49J27 49J99 × Cite Format Result Cite Review PDF Full Text: Link
Pickenhain, Sabine Infinite horizon optimal control problems in the light of convex analysis in Hilbert spaces. (English) Zbl 1311.49084 Set-Valued Var. Anal. 23, No. 1, 169-189 (2015). MSC: 49N10 49K15 49J15 46E35 × Cite Format Result Cite Review PDF Full Text: DOI
Ghosh, Mrinal K.; Saha, Subhamay Risk-sensitive control of continuous time Markov chains. (English) Zbl 1337.49046 Stochastics 86, No. 4, 655-675 (2014). MSC: 49L20 60J27 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Glizer, Valery Y. Singular solution of an infinite horizon linear-quadratic optimal control problem with state delays. (English) Zbl 1329.49061 Wolansky, Gershon (ed.) et al., Variational and optimal control problems on unbounded domains. A workshop in memory of Arie Leizarowitz, Haifa, Israel, January 9–12, 2012. Proceedings. Providence, RI: American Mathematical Society (AMS); Ramat Gan: Bar-Ilan University (ISBN 978-1-4704-1077-3/hbk; 978-1-4704-1713-0/ebook). Contemporary Mathematics 619. Israel Mathematical Conference Proceedings, 59-98 (2014). MSC: 49N10 49K40 93C70 34K26 × Cite Format Result Cite Review PDF
Sajjadi, Samaneh Sadat; Pariz, Naser; Karimpour, Ali; Jajarmi, Amin An off-line NMPC strategy for continuous-time nonlinear systems using an extended modal series method. (English) Zbl 1331.93090 Nonlinear Dyn. 78, No. 4, 2651-2674 (2014). MSC: 93C10 93B40 93B51 93B18 49J15 37N35 37M05 × Cite Format Result Cite Review PDF Full Text: DOI
Nazemi, Alireza; Mahmoudy, Neda Solving infinite-horizon optimal control problems using the Haar wavelet collocation method. (English) Zbl 1309.49028 ANZIAM J. 56, No. 2, 179-191 (2014). MSC: 49M30 49J15 65T60 42C40 90C30 × Cite Format Result Cite Review PDF Full Text: DOI
Maslowski, Bohdan; Veverka, Petr Sufficient stochastic maximum principle for discounted control problem. (English) Zbl 1303.93189 Appl. Math. Optim. 70, No. 2, 225-252 (2014). MSC: 93E20 49K45 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zaslavski, Alexander J. Agreeable solutions of discrete time optimal control problems. (English) Zbl 1305.49010 Optim. Lett. 8, No. 8, 2173-2184 (2014). MSC: 49J27 93C55 91B55 90C48 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. Agreeable solutions for the Robinson-Solow-Srinivasan model of economics dynamics. (English) Zbl 1303.49009 Commun. Appl. Nonlinear Anal. 21, No. 2, 13-28 (2014). MSC: 49J99 91B55 × Cite Format Result Cite Review PDF
Khlopin, D. V. On necessary boundary conditions for strongly optimal control in infinite horizon control problems. (Russian. English summary) Zbl 1299.49016 Vestn. Udmurt. Univ., Mat. Mekh. Komp’yut. Nauki 2013, No. 1, 49-58 (2013). MSC: 49K15 49J45 × Cite Format Result Cite Review PDF Full Text: DOI arXiv MNR
Khlopin, Dmitry Necessity of vanishing shadow price in infinite horizon control problems. (English) Zbl 1284.49022 J. Dyn. Control Syst. 19, No. 4, 519-552 (2013). MSC: 49K15 49J45 37N40 91B62 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Zaslavski, Alexander J. Existence and structure of solutions for a class of optimal control problems arising in economic dynamics. (English) Zbl 1297.49028 Panam. Math. J. 23, No. 4, 1-22 (2013). Reviewer: Bozhidar Cheshankov (Sofia) MSC: 49J99 49J30 91B55 × Cite Format Result Cite Review PDF
Zaslavski, Alexander J. Necessary and sufficient conditions for turnpike properties of solutions of optimal control systems arising in economic dynamics. (English) Zbl 1272.49040 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 20, No. 4, 391-420 (2013). MSC: 49K30 49J30 × Cite Format Result Cite Review PDF Full Text: Link
Altarovici, Albert; Bokanowski, Olivier; Zidani, Hasnaa A general Hamilton-Jacobi framework for non-linear state-constrained control problems. (English) Zbl 1273.35089 ESAIM, Control Optim. Calc. Var. 19, No. 2, 337-357 (2013). Reviewer: Jong Yeoul Park (Pusan) MSC: 35F21 49J15 49J45 90C39 35D40 35Q93 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. Existence of solutions for a class of nonconcave infinite horizon optimal control problems. (English) Zbl 1262.49023 Optimization 62, No. 1, 115-130 (2013). MSC: 49J99 × Cite Format Result Cite Review PDF Full Text: DOI
Khlopin, D. V. On necessary conditions of optimality for infinite horizon problems. (Russian. English summary) Zbl 1305.37046 Izv. Inst. Mat. Inform., Udmurt. Gos. Univ. 2012, No. 1(39), 143-144 (2012). MSC: 37N40 91B62 49K15 × Cite Format Result Cite Review PDF Full Text: MNR
Tarasyev, A. M.; Usova, A. A. Stabilizing the Hamiltonian system for constructing optimal trajectories. (English. Russian original) Zbl 1302.49003 Proc. Steklov Inst. Math. 277, 248-265 (2012); translation from Tr. Mat. Inst. Steklova 277, 257-274 (2012). MSC: 49J15 49K15 49L99 49M30 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. Existence and structure of solutions for a class of optimal control systems with discounting arising in economic dynamics. (English) Zbl 1256.49012 Nonlinear Anal., Real World Appl. 13, No. 4, 1749-1760 (2012). MSC: 49J21 91B55 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. Existence of solutions for a class of infinite horizon optimal control problems with discounting. (English) Zbl 1252.49001 J. Nonlinear Convex Anal. 13, No. 4, 637-655 (2012). MSC: 49J10 49J99 93C55 × Cite Format Result Cite Review PDF Full Text: Link
Blot, Joël Infinite-horizon discrete-time Pontryagin principles via results of Michel. (English) Zbl 1255.49039 Reich, Simeon (ed.) et al., Optimization theory and related topics. A workshop in memory of Dan Butnariu, Haifa, Israel, January 11–14, 2010. Providence, RI: American Mathematical Society (AMS); Ramat Gan: Bar-Ilan University (ISBN 978-0-8218-6908-6/pbk; 978-0-8218-8778-3/ebook). Contemporary Mathematics 568. Israel Mathematical Conference Proceedings, 41-51 (2012). MSC: 49K21 93C55 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Rincón-Zapatero, Juan Pablo; Santos, Manuel S. Differentiability of the value function in continuous-time economic models. (English) Zbl 1251.91046 J. Math. Anal. Appl. 394, No. 1, 305-323 (2012). Reviewer: Alfred Göpfert (Halle) MSC: 91B64 90C39 49L20 49J27 49N15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Gomes, Diogo A.; Valdinoci, Enrico Duality theory, representation formulas and uniqueness results for viscosity solutions of Hamilton-Jacobi equations. (English) Zbl 1248.49039 Peixoto, Maurício Matos (ed.) et al., Dynamics, games and science II. DYNA 2008, in honor of Maurício Peixoto and David Rand, University of Minho, Braga, Portugal, September 8–12, 2008. Papers based on talks given at the international conference. Berlin: Springer (ISBN 978-3-642-14787-6/hbk; 978-3-642-14788-3/ebook). Springer Proceedings in Mathematics 2, 361-386 (2011). MSC: 49L25 49N15 × Cite Format Result Cite Review PDF Full Text: DOI
Kiselev, Yu. N.; Orlov, M. V. Analysis of a gas field development model with an infinite planning horizon. (English. Russian original) Zbl 1241.49013 Differ. Equ. 47, No. 11, 1603-1611 (2011); translation from Differ. Uravn. 47, No. 11, 1583-1591 (2011). MSC: 49K15 93A30 49L20 91B24 34H05 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. The energy function for a class of variational problems with vector-valued functions. (English) Zbl 1235.49007 Nonlinear Stud. 18, No. 3, 503-527 (2011). MSC: 49J20 35J20 74A15 × Cite Format Result Cite Review PDF
Zaslavski, Alexander J. Turnpike properties of solutions for a class of optimal control problems with applications to a forest management problem. (English) Zbl 1227.49033 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 18, No. 4, 399-434 (2011). MSC: 49K30 49N90 × Cite Format Result Cite Review PDF Full Text: Link
Zaslavski, Alexander J. Overtaking optimal solutions for a class of infinite horizon discrete-time optimal control problems. (English) Zbl 1214.49001 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 17, No. 5, 607-620 (2010). MSC: 49J10 49N90 × Cite Format Result Cite Review PDF
Agrachev, A. A. Well-posed infinite horizon variational problems on a compact manifold. (English. Russian original) Zbl 1204.58012 Proc. Steklov Inst. Math. 268, 17-31 (2010); translation from Trudy Mat. Inst. Steklova 268, 24-39 (2010). Reviewer: Igor Andrianov (Köln) MSC: 58E50 49J99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ekeland, Ivar From Frank Ramsey to René Thom: a classical problem in the calculus of variations leading to an implicit differential equation. (English) Zbl 1202.91087 Discrete Contin. Dyn. Syst. 28, No. 3, 1101-1119 (2010). Reviewer: Guy Katriel (Haifa) MSC: 91B16 49L25 49J15 91B62 × Cite Format Result Cite Review PDF Full Text: DOI
Zaslavski, Alexander J. The limiting behavior of the value-function for variational problems arising in continuum mechanics. (English) Zbl 1181.49003 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 27, No. 1, 57-72 (2010). MSC: 49J30 70Q05 49J15 × Cite Format Result Cite Review PDF Full Text: DOI
Rockafellar, R. Hamiltonian trajectories and saddle points in mathematical economics. (English) Zbl 1235.91131 Control Cybern. 38, No. 4, Part B, 1575-1588 (2009). MSC: 91B62 49N90 × Cite Format Result Cite Review PDF Full Text: EuDML Link
Zaslavski, Alexander J. Turnpike properties of approximate solutions of autonomous variational problems. (English) Zbl 1235.49012 Control Cybern. 37, No. 2, 491-512 (2008). MSC: 49J30 49K40 34H05 × Cite Format Result Cite Review PDF Full Text: EuDML
Malysh, N. A. Necessary optimality conditions for nonautonomous control systems with an infinite time horizon. (English. Russian original) Zbl 1163.49025 Proc. Steklov Inst. Math. 262, 179-187 (2008); translation from Tr. Mat. Inst. Steklova 262, 187-195 (2008). MSC: 49K15 × Cite Format Result Cite Review PDF Full Text: DOI
Guatteri, Giuseppina; Tessitore, Gianmario Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients. (English) Zbl 1157.60058 Appl. Math. Optim. 57, No. 2, 207-235 (2008). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 49N10 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Lykina, Valeriya; Pickenhain, Sabine; Wagner, Marcus Different interpretations of the improper integral objective in an infinite horizon control problem. (English) Zbl 1141.49003 J. Math. Anal. Appl. 340, No. 1, 498-510 (2008). MSC: 49J15 × Cite Format Result Cite Review PDF Full Text: DOI
Effati, S.; Nazemi, A. R. A new approach for asymptotic stability of a system of nonlinear ordinary differential equations. (A new approach for asymptotic stability a system of the nonlinear ordinary differential equations.) (English) Zbl 1288.93071 J. Appl. Math. Comput. 25, No. 1-2, 231-244 (2007). MSC: 93D20 34B40 34B15 49J15 90C05 × Cite Format Result Cite Review PDF Full Text: DOI
Bogusz, D. Helly’s principle and its application to an infinite-horizon optimal control problem. (English) Zbl 1135.49002 J. Optim. Theory Appl. 134, No. 3, 371-383 (2007). MSC: 49J15 49J20 × Cite Format Result Cite Review PDF Full Text: DOI
Pan, Liping; Zhang, Xu; Chen, Qihong Approximate solutions to infinite dimensional LQ problems over infinite time horizon. (English) Zbl 1152.49037 Sci. China, Ser. A 49, No. 7, 865-876 (2006). MSC: 49N10 49M30 × Cite Format Result Cite Review PDF Full Text: DOI
Emmrich, Etienne; Schmitt, Horst Numerical treatment of a class of optimal control problems arising in economics. (English) Zbl 1114.65070 Optim. Methods Softw. 21, No. 5, 747-767 (2006). Reviewer: Rudolf Tracht (Essen) MSC: 65K10 91B76 49J15 49M25 × Cite Format Result Cite Review PDF Full Text: DOI
Goebel, Rafal Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations. (English) Zbl 1057.49026 Trans. Am. Math. Soc. 357, No. 6, 2187-2203 (2005). MSC: 49N15 49L20 49M29 × Cite Format Result Cite Review PDF Full Text: DOI
Lasiecka, Irena Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators – applications to boundary and point control problems. (English) Zbl 1082.49026 Iannelli, Mimmo (ed.) et al., Functional analytic methods for evolution equations. Based on lectures given at the autumn school on evolution equations and semigroups, Levico Terme, Trento, Italy, October 28–November 2, 2001. Berlin: Springer (ISBN 3-540-23030-0/pbk). Lecture Notes in Mathematics 1855, 313-369 (2004). Reviewer: N. C. Apreutesei (Iaşi) MSC: 49K20 35K20 34G10 93C20 49N10 × Cite Format Result Cite Review PDF
He, Ze-Rong Optimal birth control of age-dependent competitive species. (English) Zbl 1075.92045 J. Math. Anal. Appl. 296, No. 1, 286-301 (2004). MSC: 92D25 49K20 49N90 92D40 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Hanzhong; Li, Xunjing An infinite horizon linear-quadratic problem with unbounded controls in a Hilbert space. (Chinese. English summary) Zbl 1065.49021 Acta Math. Sin. 46, No. 4, 721-728 (2003). MSC: 49N10 93C25 × Cite Format Result Cite Review PDF
Xiao, Ming Qing; Başar, T. Optimal control of nonlinear uncertain systems over an infinite horizon via finite-horizon approximations. (English) Zbl 1038.49032 Nonlinear Dyn. Syst. Theory 3, No. 2, 227-238 (2003). MSC: 49L25 49J20 49L20 93B36 × Cite Format Result Cite Review PDF
Nagai, Hideo Optimal strategies for ergodic control problems arising from portfolio optimization. (English) Zbl 1036.93068 Pasik-Duncan, Bozenna (ed.), Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18–20, 2001. Berlin: Springer (ISBN 3-540-43777-0/pbk). Lect. Notes Control Inf. Sci. 280, 353-368 (2002). Reviewer: Anatoliy Swishchuk (Toronto) MSC: 93E20 91G10 62P05 60J60 × Cite Format Result Cite Review PDF
Sîrbu, Mihai Infinite time horizon optimal control of the semilinear heat equation. (English) Zbl 1013.49017 Nonlinear Funct. Anal. Appl. 7, No. 1, 69-83 (2002). Reviewer: Hector O.Fattorini (Los Angeles) MSC: 49K20 49N35 49L20 35K55 × Cite Format Result Cite Review PDF
Costa, Oswaldo L. V.; Aya, Julio C. C. Monte Carlo \(TD(\lambda)\)-methods for the optimal control of discrete-time Markovian jump linear systems. (English) Zbl 0991.93124 Automatica 38, No. 2, 217-225 (2002). MSC: 93E20 65C05 60J75 90C40 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Hanzhong; Li, Xunjing An infinite horizon linear quadratic problem with unbounded controls in Hilbert space. (English) Zbl 0980.49029 Acta Math. Sin., Engl. Ser. 17, No. 3, 527-540 (2001). MSC: 49N10 93C25 × Cite Format Result Cite Review PDF Full Text: DOI
Grüne, Lars; Wirth, Fabian On the rate of convergence of infinite horizon discounted optimal value functions. (English) Zbl 0974.49002 Nonlinear Anal., Real World Appl. 1, No. 4, 499-515 (2000). Reviewer: P.Neittaanmäki (Jyväskylä) MSC: 49J15 49K15 49M05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Rami, Mustapha Ait; Zhou, Xun Yu Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls. (English) Zbl 0981.93080 IEEE Trans. Autom. Control 45, No. 6, 1131-1143 (2000). Reviewer: Ryszard Gessing (Gliwice) MSC: 93E20 49N10 93B40 15A39 90C22 × Cite Format Result Cite Review PDF Full Text: DOI
Staffans, Olof J. Quadratic optimal control of well-posed linear systems. (English) Zbl 0955.49018 SIAM J. Control Optimization 37, No. 1, 131-164 (1999). Reviewer: Hans Zwart (Enschede) MSC: 49N10 93C25 93D15 49J27 47A68 × Cite Format Result Cite Review PDF Full Text: DOI
Carlson, Dean A. Optimal control of divergent control systems. (English) Zbl 0943.49003 Bray, William O. (ed.) et al., Analysis of divergence. Control and management of divergent processes. Proceedings of the 7th international workshop in analysis and its applications, IWAA, Orono, ME, USA June 1-6, 1997. Boston, MA: Birkhäuser. Applied and Numerical Harmonic Analysis. 417-440 (1999). Reviewer: T.F.Filippova (Ekaterinburg) MSC: 49J15 93C15 × Cite Format Result Cite Review PDF
Bucci, F. The non-standard LQR problem for boundary control systems. (English) Zbl 1028.49028 Rend. Semin. Mat., Torino 56, No. 4, 105-114 (1998). Reviewer: Roman Hilscher (East Lansing) MSC: 49N10 93C25 49K27 × Cite Format Result Cite Review PDF Full Text: EuDML
Zaslavski, Alexander J. Existence and uniform boundedness of optimal solutions of variational problems. (English) Zbl 0963.49002 Abstr. Appl. Anal. 3, No. 3-4, 265-282 (1998). MSC: 49J10 58E30 × Cite Format Result Cite Review PDF Full Text: DOI EuDML Link
Tan, Hualin; Rugh, Wilson J. Nonlinear overtaking optimal control: Sufficiency, stability, and approximation. (English) Zbl 0954.49019 IEEE Trans. Autom. Control 43, No. 12, 1703-1718 (1998). MSC: 49L20 49M30 93E20 49N10 × Cite Format Result Cite Review PDF Full Text: DOI
Heemels, W. P. M. H.; van Eijndhoven, S. J. L.; Stoorvogel, A. A. Linear quadratic regulator problem with positive controls. (English) Zbl 0932.49028 Int. J. Control 70, No. 4, 551-578 (1998). MSC: 49N10 49K15 49L20 × Cite Format Result Cite Review PDF Full Text: DOI
Di Marco, Silvia C.; Gonzalez, Roberto L. V. Supersolutions and subsolutions techniques in a minimax optimal control problem with infinite horizon. (English) Zbl 0926.49018 Indian J. Pure Appl. Math. 29, No. 10, 1083-1098 (1998). Reviewer: Emmanuel Barron (Chicago) MSC: 49K35 49L20 × Cite Format Result Cite Review PDF
Davis, M. H. A.; Zervos, M. A pair of explicitly solvable singular stochastic control problems. (English) Zbl 0928.93065 Appl. Math. Optimization 38, No. 3, 327-352 (1998). Reviewer: H.Pragarauskas (Vilnius) MSC: 93E20 33C10 33C15 33C90 × Cite Format Result Cite Review PDF Full Text: DOI
Dorroh, J. R.; Ferreyra, Guillermo A free boundary problem in \(R^d\) with both smooth and nonsmooth fit. (English) Zbl 0913.49015 SIAM J. Control Optimization 36, No. 2, 579-589 (1998). Reviewer: Y.Cherruault (Paris) MSC: 49L25 49L20 35R35 35F30 × Cite Format Result Cite Review PDF Full Text: DOI
Czornik, Adam Optimal control for a nonstationary linear system with a quadratic cost functional. (Polish. English summary) Zbl 1010.93108 Rocz. Pol. Tow. Mat., Ser. III, Mat. Stosow. 40, 3-11 (1997). Reviewer: Wiesław Kotarski (Sosnowiec) MSC: 93E20 49N10 49K45 93C55 93C73 × Cite Format Result Cite Review PDF
Camilli, F.; Falcone, M. Analysis and approximation of the infinite-horizon problem with impulsive controls. (English. Russian original) Zbl 0931.49023 Autom. Remote Control 58, No. 7, Pt. 2, 1203-1215 (1997); translation from Autom. Telemekh. 1997, No. 7, 169-184 (1997). Reviewer: R.Rempała (Warszawa) MSC: 49N25 93C57 49L20 × Cite Format Result Cite Review PDF
Cannarsa, Piermarco; Tessitore, Maria Elisabetta Dynamic programming equation for a class of nonlinear boundary control problems of parabolic type. (English) Zbl 0879.49023 Control Cybern. 25, No. 3, 483-495 (1996). Reviewer: G.Aniculăesei (Iaşi) MSC: 49L20 49L25 49K20 × Cite Format Result Cite Review PDF
Camilli, Fabio; Falcone, Maurizio Approximation of optimal control problems with state constraints: Estimates and applications. (English) Zbl 0860.65055 Mordukhovich, Boris S. (ed.) et al., Nonsmooth analysis and geometric methods in deterministic optimal control. Proceedings of a workshop, Minneapolis, MN, USA, February 1993. New York, NY: Springer. IMA Vol. Math. Appl. 78, 23-57 (1996). MSC: 65K10 49L99 49L20 × Cite Format Result Cite Review PDF
Smirnov, G. V. Transversality condition for infinite-horizon problems. (English) Zbl 0849.49018 J. Optimization Theory Appl. 88, No. 3, 671-688 (1996). MSC: 49K15 49N10 × Cite Format Result Cite Review PDF Full Text: DOI
Acquistapace, Paolo; Terreni, Brunello Infinite-horizon linear-quadratic regulator problems for nonautonomous parabolic systems with boundary control. (English) Zbl 0841.49017 SIAM J. Control Optimization 34, No. 1, 1-30 (1996). MSC: 49N10 49L20 34G20 49J20 × Cite Format Result Cite Review PDF Full Text: DOI
Falcone, M.; Rosace, R. Approximation of optimal control problems for delayed equations. (English) Zbl 0886.49002 Z. Angew. Math. Mech. 76, Suppl. 2, 197-200 (1996). MSC: 49J25 49L20 × Cite Format Result Cite Review PDF