Artículo
De La Vega, C. "Necessary conditions for infinite-horizon Volterra optimal control problems with time delay" (2009) IMA Journal of Mathematical Control and Information. 26(1):1-22
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Abstract:
Necessary conditions are proved for optimal control problems involving an infinite horizon and terminal conditions at infinity whose states are governed by Volterra integral equations with non-linear time delay. © The author 2008. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.
Registro:
| Documento: | Artículo |
| Título: | Necessary conditions for infinite-horizon Volterra optimal control problems with time delay |
| Autor: | De La Vega, C. |
| Filiación: | Departamento de Matemática, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, Pabellón I, Buenos Aires, Argentina |
| Palabras clave: | Infinite horizon; Maximum principle; Time delay; Volterra equations; Integral equations; Maximum principle; Time delay; Trajectories; Infinite horizon; Non-linear; Optimal control problems; Volterra; Volterra equations; Volterra integral equations; Delay control systems |
| Año: | 2009 |
| Volumen: | 26 |
| Número: | 1 |
| Página de inicio: | 1 |
| Página de fin: | 22 |
| DOI: | http://dx.doi.org/10.1093/imamci/dnm026 |
| Título revista: | IMA Journal of Mathematical Control and Information |
| Título revista abreviado: | IMA J Math Control Inf |
| ISSN: | 02650754 |
| CODEN: | IJMIE |
| Registro: | https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_02650754_v26_n1_p1_DeLaVega |
Referencias:
- BLOT, J., MICHEL, P., First-order necessary conditions for infinite-horizon variational problems (1996) J. Optim. Theory Appl, 88, pp. 339-364
- BURNAP, C., KAZEMI, M., Optimal control of a system governed by nonlinear Volterra integral equations with delay (1999) IMA J. Math. Control Inf, 16, pp. 73-89
- CARLSON, D. A.(1990a) Infinite-horizon optimal controls for problems governed by a Volterra integral equation with state-and-control-dependent discount factor. J. Optim. Theory Appl. 66, 331-336; CARLSON, D. A.(1990b) The existence of catching-up optimal solutions for a class of infinite horizon optimal control problems with time delay. SIAM J. Control Optim., 28, 402-422; CARLSON, D.A., HAURIE, A.B., LEIZAROWITZ, A., (1991) Infinite Horizon Optimal Control: Deterministic and Stochastic Systems, , 2nd edn. Berlin, Germany: Springer
- DE LA VEGA, C., Necessary conditions for optimal terminal time and control problems governed by a Volterra integral equation (2006) J. Optim. Theory Appl, 130, pp. 79-93
- GANI, N., WIESE, K.E., Necessary conditions for an infinite time optimal control problem (1987) J. Math. Anal. Appl, 122, pp. 308-324
- HALKIN, H., Necessary conditions for optimal control problems with infinite horizon (1974) Econometrica, 42, pp. 267-271
- LUENBERGER, D. G.(1969) Optimization by Vector Space Methods New York: Wiley; MICHEL, P., Une Demonstration Elementaire du Principe du Maximum de Pontryagin. (1977) Bull. Math. Econ, 14, pp. 9-23
- MICHEL, P., On the transversality condition in infinite-horizon problems (1982) Econometrica, 50, pp. 975-985
- SEIERSTAD, A., Necessary conditions for nonsmooth, infinite-horizon, optimal control problems (1999) J. Optim. Theory Appl, 103, pp. 201-229
- SMIRNOV, G. V.(1996) Transversality condition for infinite-horizon problems. J. Optim. Theory Appl., 88, 671-688; YE, J. J.(1993) Nonsmooth maximum principle for infinite-horizon problems. J. Optim. Theory Appl., 76, 485-500; ZASLAVSKI, A. J.(1996) Solutions for a class of optimal control problems with time delay, part 1. J. Optim. Theory Appl., 91 155-184
Citas:
---------- APA ----------
(2009) . Necessary conditions for infinite-horizon Volterra optimal control problems with time delay. IMA Journal of Mathematical Control and Information, 26(1), 1-22.http://dx.doi.org/10.1093/imamci/dnm026
---------- CHICAGO ----------
De La Vega, C. "Necessary conditions for infinite-horizon Volterra optimal control problems with time delay" . IMA Journal of Mathematical Control and Information 26, no. 1 (2009) : 1-22.http://dx.doi.org/10.1093/imamci/dnm026
---------- MLA ----------
De La Vega, C. "Necessary conditions for infinite-horizon Volterra optimal control problems with time delay" . IMA Journal of Mathematical Control and Information, vol. 26, no. 1, 2009, pp. 1-22.http://dx.doi.org/10.1093/imamci/dnm026
---------- VANCOUVER ----------
De La Vega, C. Necessary conditions for infinite-horizon Volterra optimal control problems with time delay. IMA J Math Control Inf. 2009;26(1):1-22.http://dx.doi.org/10.1093/imamci/dnm026
