An infinite-horizon optimal control problem and the stability of the adjoint variable (in Russian)

Details An infinite-horizon optimal control problem and the stability of the adjoint variable (in Russian) An infinite-horizon optimal control problem and the stability of the adjoint variable (in Russian)

2010-12-16

arxiv.org/abs/1012.3592v1

Mathematics

Optimization and Control

Scientific paper

In an infinite-horizon optimal control problem the stability of the adjoint
variable implying the vanishing of the adjoint variable at infinity along
optimal solution.

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