Transformation of Infinite Horizon Optimal Control Problems

  • We consider classes of infinite horizon optimal control problems as optimization problems in Hilbert spaces. For typical examples it is pointed out that the state and control variables belong to Weighted Sobolev - and Lebesgue spaces respectively. The main purpose of this paper is to demonstrate that necessary optimality conditions as the core relation,[1], or a Pontryagin type Maximum Principle including transversality conditions,[19], depend on transformations. Firstly, it is shown that a discount rate can be generated by a transformation. Secondly,a transformation of the infinite horizon problem onto a finite fixed horizon problem generates singularities in the data of the problems or in the optimal solution. Thus standard existence results and necessary optimality conditions,[10], can not be applied for the transformed problem. But results obtained for the infinite horizon problem can be transformed into these for the finite horizon problem.

Export metadata

Additional Services

Search Google Scholar
Metadaten
Author: Diana Wenzke, Sabine PickenhainGND
Publisher:Mathematisches Institut
Place of publication:Cottbus
Document Type:Report
Language:English
Year of publication:2012
Number of pages:16 Blatt
Series ; volume number:Reihe Mathematik ; 2012,2 : Preprint
Faculty/Chair:Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Mathematik insbesondere Optimierung
Einverstanden ✔
Diese Webseite verwendet technisch erforderliche Session-Cookies. Durch die weitere Nutzung der Webseite stimmen Sie diesem zu. Unsere Datenschutzerklärung finden Sie hier.