Nico Tauchnitz
Published 2015-10-15Version 1
In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted Lebesgue and Sobolev spaces we prove necessary conditions in form of the adjoint equation and a variational inequality. The obtained optimality conditions imply several transversality conditions and the validity of Mangasarian and Arrow type sufficiency conditions. Moreover, a differential game with Weibull distributed cost functionals is considered.
Comments: 28 pages, in german. arXiv admin note: substantial text overlap with arXiv:1508.02340
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Approximate solution of stochastic infinite horizon optimal control problems for constrained linear uncertain systems
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