无折扣连续时间无限时域优化问题最优解的构造
Constructing the Optimal Solutions to the Undiscounted Continuous-Time Infinite Horizon Optimization Problems
摘要:
我们的目标是构造无折扣连续时间无限时域优化问题的最优解,其中目标泛函可能是无界的。在超越准则下,我们证明了有限时间问题解的极限对于无限时间问题是最优的条件。
英文摘要:
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.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。