We study the existence and the structure of smooth optimal synthesis for regular variational problems with infinite horizon. To do that we investigate the asymptotic behavior of the flows generated by the extremals (of finite horizon problems) using curvature-type invariants of the flows and some methods of hyperbolic dynamics.

Extremals flows and infinite horizon optimization / Agrachev, A. A.; Chittaro, F. C.. - (2008), pp. 1-13. [10.1007/978-3-540-69532-5_1]

Extremals flows and infinite horizon optimization

CHITTARO F. C.
2008-01-01

Abstract

We study the existence and the structure of smooth optimal synthesis for regular variational problems with infinite horizon. To do that we investigate the asymptotic behavior of the flows generated by the extremals (of finite horizon problems) using curvature-type invariants of the flows and some methods of hyperbolic dynamics.
2008
A. SARYCHEV, A. SHIRYAEV, M. GUERRA, M.D.R. GROSSINHO
Mathematical Control Theory and Finance
Berlin, Heidelberg
Springer Berlin Heidelberg
978-3-540-69531-8
Settore MAT/05 - Analisi Matematica
Settore MATH-03/A - Analisi matematica
Agrachev, A. A.; Chittaro, F. C.
Extremals flows and infinite horizon optimization / Agrachev, A. A.; Chittaro, F. C.. - (2008), pp. 1-13. [10.1007/978-3-540-69532-5_1]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11572/444331
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