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A maximum principle for infinite time asymptotically stable impulsive dynamic control systems
(2010-12-01)
We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary ...
A maximum principle for infinite time asymptotically stable impulsive dynamic control systems
(2010-12-01)
We consider an infinite horizon optimal impulsive control problems for which a given cost function is minimized by choosing control strategies driving the state to a point in a given closed set C ∞. We present necessary ...
On the value function for nonautonomous optimal control problems with infinite horizon
(Elsevier B.V., 2007-03-01)
In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-1-functions. We verify that the value function is locally Lipschitz. The equivalence between ...
On the value function for nonautonomous optimal control problems with infinite horizon
(Elsevier B.V., 2007-03-01)
In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-1-functions. We verify that the value function is locally Lipschitz. The equivalence between ...
On the value function for nonautonomous optimal control problems with infinite horizon
(Elsevier B.V., 2014)
On Ponzi schemes in infinite horizon collateralized economies with default penalties
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2011-06-30)
Araujo, Páscoa and Torres-Martínez (2002) showed that, without imposing any debt constraint, Ponzi schemes are ruled out in infinite horizon economies with limited commitment when collateral is the only mechanism that ...
Infinite horizon MPC with non-minimal state space feedback
(Elsevier, 2009-12)
In the MPC literature, stability is usually assured under the assumption that the state is measured. Since the closed-loop system may be nonlinear because of the constraints, it is not possible to apply the separation ...
Necessary Conditions of Optimality for State Constrained Infinite Horizon Differential Inclusions
(Ieee, 2011-01-01)
This article presents and discusses necessary conditions of optimality for infinite horizon dynamic optimization problems with inequality state constraints and set inclusion constraints at both endpoints of the trajectory. ...