Arbeitspapier
Conditions implying the vanishing of the Hamiltonian at the infinite horizon in optimal control problems
n an infinite horizon optimal control problem, the Hamiltonian vanishes at the infinite horizon, when the differential equation is autonomous. The integrand in the integral criterion may contain the time explicitly, but it has to satisfy certain integrability conditions. A generalization of Michels (1982) result is obtained.
- Language
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Englisch
- Bibliographic citation
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Series: Memorandum ; No. 2002,22
- Classification
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Wirtschaft
Optimization Techniques; Programming Models; Dynamic Analysis
- Subject
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keyword infinite horizon
optimal control
Kontrolltheorie
Theorie
- Event
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Geistige Schöpfung
- (who)
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Seierstad, Atle
- Event
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Veröffentlichung
- (who)
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University of Oslo, Department of Economics
- (where)
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Oslo
- (when)
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2002
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
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Object type
- Arbeitspapier
Associated
- Seierstad, Atle
- University of Oslo, Department of Economics
Time of origin
- 2002
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