Constructing the Optimal Solutions to the Undiscounted Continuous-Time Infinite Horizon Optimization Problems
Constructing the Optimal Solutions to the Undiscounted Continuous-Time Infinite Horizon Optimization Problems
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DOI：
10.1016/j.na.2009.03.066
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发表时间：
2008-03
期刊：
影响因子：
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通讯作者：
Dapeng Cai;Takashi Gyoshin Nitta Institute for Advanced Research-Takashi-Gyoshin-Nitta-Institute-for-Advanced-1387897021;Nagoya University;Nagoya;Japan.;D. O. Mathematics;Faculty of Education;Mie University;Tsu
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文献类型：
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作者：
Dapeng Cai;Takashi Gyoshin Nitta Institute for Advanced Research-Takashi-Gyoshin-Nitta-Institute-for-Advanced-1387897021;Nagoya University;Nagoya;Japan.;D. O. Mathematics;Faculty of Education;Mie University;Tsu
我们的目标是构造目标泛函可能无界的无折扣连续时间无限时域优化问题的最优解。在超越准则下，我们证明了有限时间问题解的极限对于无限时间问题是最优的条件。
We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to the finite horizon problems is optimal for the infinite horizon problems under the overtaking criterion.