On Hamiltonian as Limiting Gradient in Infinite Horizon Problem

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)71-88
Number of pages18
JournalJournal of Dynamical and Control Systems
Volume23
Issue number1
DOIs
Publication statusPublished - 1 Jan 2017

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Infinite-horizon Problems
Hamiltonians
Maximum principle
Pontryagin Maximum Principle
Limiting
Gradient
Optimality
Limiting Subdifferential
Infinity
Improper integral
Transversality Condition
Necessary Conditions of Optimality
Discount
Trajectories
Stationarity
Multiplier
Vanish
Asymptotic Behavior
Trajectory
Converge

Keywords

  • Infinite horizon problem
  • Limiting subdifferential
  • Michel condition
  • Pontryagin maximum principle
  • Shadow prices
  • Transversality condition for infinity
  • Uniformly overtaking optimal control

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Algebra and Number Theory
  • Numerical Analysis
  • Control and Optimization

WoS ResearchAreas Categories

  • Automation & Control Systems
  • Mathematics, Applied

Cite this

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title = "On Hamiltonian as Limiting Gradient in Infinite Horizon Problem",
keywords = "Infinite horizon problem, Limiting subdifferential, Michel condition, Pontryagin maximum principle, Shadow prices, Transversality condition for infinity, Uniformly overtaking optimal control",
author = "Dmitry Khlopin",
year = "2017",
month = "1",
day = "1",
doi = "10.1007/s10883-016-9311-1",
language = "English",
volume = "23",
pages = "71--88",
journal = "Journal of Dynamical and Control Systems",
issn = "1079-2724",
publisher = "Springer",
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On Hamiltonian as Limiting Gradient in Infinite Horizon Problem. / Khlopin, Dmitry.

In: Journal of Dynamical and Control Systems, Vol. 23, No. 1, 01.01.2017, p. 71-88.

Research output: Contribution to journalArticleResearchpeer-review

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