Existence Theorem for Infinite Horizon Optimal Control Problems with Mixed Control-State Isoperimetrical Constraint
- In this paper a class of infinite horizon optimal control problems with a mixed control-state isoperimetrical constraint, also interpreted as a budget constraint, is considered. Herein a linear both in the state and in the control dynamics is allowed. The problem setting includes a weighted Sobolev space as the state space. For this class of problems, we establish an existence theorem. The proved theoretical result is applied to a mixed control-state budget constrained advertisement model.
Author: | Valeriya Lykina |
---|---|
DOI: | https://doi.org/10.1007%2F978-3-319-73441-5_24 |
ISBN: | 978-3-319-73440-8 |
ISBN: | 978-3-319-73441-5 |
Title of the source (English): | Large-Scale Scientific Computing, 11th International Conference, LSSC 2017, Sozopol, Bulgaria, June 5-9, 2017 |
Publisher: | Springer |
Place of publication: | Cham |
Document Type: | Conference Proceeding |
Language: | English |
Year of publication: | 2018 |
Tag: | existence theorem; infinite horizon; weighted sobolev spaces |
First Page: | 228 |
Last Page: | 236 |
Series ; volume number: | Lecture notes in computer science ; 10665 |
Faculty/Chair: | Fakultät 1 MINT - Mathematik, Informatik, Physik, Elektro- und Informationstechnik / FG Mathematik insbesondere Optimierung |