TY - RPRT A1 - Pickenhain, Sabine A1 - Lykina, Valeriya T1 - Pontryagin Type Maximum Principle for Budget-Constrained Infinite Horizon Optimal Control Problems with Linear Dynamics N2 - In this paper a class of infinite horizon optimal control problems with an isoperimetrical constraint, also interpreted as a budget constraint, is considered. Herein a linear both in the state and in the control dynamic is allowed. The problem setting includes a weighted Sobolev space as the state space. For this class of problems, we establish the necessary optimality conditions in form of a Pontryagin Type Maximum Principle including a transversality condition. The proved theoretical result is applied to a linear-quadratic regulator problem. KW - budget constraint KW - infinite horizon KW - Pontryagin Type Maximum Principle KW - weighted Sobolev spaces KW - linear-quadratic regulator KW - optimal control Y1 - 2017 UR - https://opus4.kobv.de/opus4-UBICO/frontdoor/index/index/docId/20757 PB - Brandenburgische Technische Universität, Mathematisches Institut CY - Cottbus-Senftenberg ER -