Necessary Conditions In Infinite-Horizon Control Problem That Need No Asymptotic Assumptions

Abstract

We consider an infinite-horizon optimal control problem with an asymptotic terminal constraint. For the the weakly overtaking criterion and the overtaking criterion, necessary boundary conditions on co-state arcs are deduced, these conditions need no assumptions about the asymptotic behavior of the motion, co-state arc, cost functional, and its derivatives. In the absence of an asymptotic terminal constraint, these boundary conditions with the Pontryagin Maximum Principle allow raising the co-state arcs, corresponding to some asymptotic subdifferentials of the cost functional (fixing the optimal control) at infinity. If this set is a singleton, these conditions coincide with the co-state arc representation proposed by Aseev and Kryazhimskii. These results are illustrated by several examples.