Constructing the Optimal Solutions to the Undiscounted Continuous-Time Infinite Horizon Optimization Problems
Dapeng CAI (1), Takashi Gyoshin NITTA (2) ((1) Institute for Advanced, Research, Nagoya University, Nagoya, Japan, (2) Department of Mathematics,, Faculty of Education, Mie University, Tsu, Japan)
TL;DR
This paper develops a method to construct optimal solutions for unbounded, undiscounted continuous-time infinite horizon optimization problems by analyzing the limits of finite horizon solutions under the overtaking criterion.
Contribution
It identifies conditions ensuring the limit of finite horizon solutions is optimal for the infinite horizon problem, addressing unbounded objective functionals.
Findings
Established a condition for the convergence of finite horizon solutions
Demonstrated the applicability to unbounded objective functionals
Provided a framework for constructing optimal solutions in infinite horizon problems
Abstract
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsOptimization and Variational Analysis · Aerospace Engineering and Control Systems · Spacecraft Dynamics and Control