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Infinite horizon optimal control problems with discount factor on the state, Part II: analysis of the control problem

Abstract: This is the continuation of our work on infinite horizon optimal control problems with a discount factor on the state variable and nonlinear partial differential equations as constraints. Existence of a solution is proven, and first as well as second order optimality conditions are derived. They are used to analyze the approximation of the infinite horizon problem by finite horizon problems

 Autoría: Casas E., Kunisch K.,

 Fuente: SIAM Journal on Control and Optimization, 2023, 61(3), 1438 -1459

 Editorial: Society for Industrial and Applied Mathematics

 Fecha de publicación: 01/06/2023

 Nº de páginas: 22

 Tipo de publicación: Artículo de Revista

 DOI: 10.1137/22M1490296

 ISSN: 0363-0129,1095-7138

 Proyecto español: PID2020-114837GB-I00