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arxiv: 1105.3040 · v1 · pith:F6KWX32Qnew · submitted 2011-05-16 · 🧮 math.OC · cs.SY· eess.SY

The transversality conditions for infinite-horizon optimal control problem with a free right endpoint and the stability of the adjoint variable (in Russian)

classification 🧮 math.OC cs.SYeess.SY
keywords adjointoptimalvariablecontrolendpointfreeinfinite-horizonproblem
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An infinite-horizon optimal control problem with a free right endpoint is considered. In this paper we proved that Lyapunov stability of the adjoint variable implying the vanishing of the adjoint variable at infinity along optimal solution.

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