Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales

Details Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales Necessary Optimality Conditions for Higher-Order Infinite Horizon Variational Problems on Time Scales

2012-04-15

arxiv.org/abs/1204.3329v1

Mathematics

Optimization and Control

This is a preprint of a paper whose final and definite form will appear in Journal of Optimization Theory and Applications (JO

Scientific paper

10.1007/s10957-012-0065-y

We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and discrete settings: our results seem new and interesting even in the particular cases when the time scale is the set of real numbers or the set of integers.

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