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Smooth optimal synthesis for infinite horizon variational problems

Andrei A. Agrachev, Francesca C. Chittaro (2009)

ESAIM: Control, Optimisation and Calculus of Variations

We study Hamiltonian systems which generate extremal flows of regular variational problems on smooth manifolds and demonstrate that negativity of the generalized curvature of such a system implies the existence of a global smooth optimal synthesis for the infinite horizon problem. We also show that in the Euclidean case negativity of the generalized curvature is a consequence of the convexity of the Lagrangian with respect to the pair of arguments. Finally, we give a generic classification for...

Sufficient conditions for infinite-horizon calculus of variations problems

Joël Blot, Naïla Hayek (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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...

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