Sufficient conditions for infinite-horizon calculus of variations problems
Sufficient conditions for infinite-horizon calculus of variations problems
After a brief survey of the literature about sufficient conditions, we give different sufficient conditions of optimality for infinite-horizon calculus of variations problems in the general (non concave) case. Some sufficient conditions are obtained by extending to the infinite-horizon setting the techniques of extremal fields. Others are obtained in a special qcase of reduction to finite horizon. The last result uses auxiliary functions. We treat five notions of optimality. Our problems are essentially motivated...
Infinite horizon discrete time control problems for bounded processes.
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