The transversality conditions for infinite-horizon optimal control problem with a free right endpoint and the stability of the adjoint variable (in Russian)

TL;DR

This paper investigates an infinite-horizon optimal control problem with a free endpoint, establishing that the Lyapunov stability of the adjoint variable ensures it vanishes at infinity along optimal solutions.

Contribution

It proves that Lyapunov stability of the adjoint variable guarantees its vanishing at infinity in such control problems.

Findings

Lyapunov stability implies vanishing of the adjoint variable at infinity

The paper establishes transversality conditions for free endpoint problems

Provides theoretical insights into stability and optimality in infinite-horizon control

Abstract

An infinite-horizon optimal control problem with a free right endpoint is considered. In this paper we proved that Lyapunov stability of the adjoint variable implying the vanishing of the adjoint variable at infinity along optimal solution.