Abstract
Existence theorems are proved for usual Lagrange control systems, in which the time domain is unbounded. As usual in Lagrange problems, the cost functional is an improper integral, the state equation is a system of ordinary differential equations, with assigned boundary conditions, and constraints may be imposed on the values of the state and control variables. It is shown that the boundary conditions at infinity require a particular analysis. Problems of this form can be found in econometrics (e.g., infinite-horizon economic models) and operations research (e.g., search problems).
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Communicated by L. Cesari
The author wishes to thank Professor L. Cesari for his many helpful comments and assistance in the preparation of this paper. This work was sponsored by the United States Air Force under Grants Nos. AF-AFOSR-69-1767-A and AFOSR-69-1662.
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Baum, R.F. Existence theorems for lagrange control problems with unbounded time domain. J Optim Theory Appl 19, 89–116 (1976). https://doi.org/10.1007/BF00934054
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DOI: https://doi.org/10.1007/BF00934054