Ion Mirica and Stefan Mirica:Verification theorems for infinite-horizon optimal control problems, p.391-407

Abstract:

Using a certain monotonicity property of the value function of an infinite-horizon optimal control problem, we derive first an "abstract verification theorem" for feasible selections of admissible trajectories. Further, using suitable monotonicity results and generalized derivatives we obtain several "practical" verification theorems under different regularity assumptions on the value function associated to a feasible selection of admissible trajectories.

Key Words: Optimal Control, Infinite-Horizon, Feasible Selection, Value Function, Verification Theorem.

2000 Mathematics Subject Classification: Primary: Primary: 49L20,
Secondary: 49K24, 49J52, 34A60.

Download the pdf version.