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On the existence of sporadically catching-up optimal solutions for infinite-horizon optimal control problems

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Abstract

In this paper, we extend the existence theory of Brock and Haurie concerning the existence of sporadically catching-up optimal solutions for autonomous, infinite-horizon optimal control problems. This notion of optimality is one of a hierarchy of types of optimality that have appeared in the literature to deal with optimal control problems whose cost functionals, described by an improper integral, either diverge or are unbounded below. Our results rely on the now classical convexity and seminormality hypotheses due to Cesari and are weaker than those assumed in the work of Brock and Haurie. An example is presented where our results are applicable, but those of the above-mentioned authors do not.

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Communicated by L. Cesari

This research forms part of the author's doctoral dissertation, written at the University of Delaware, Newark, Delaware, under the supervision of Professor T. S. Angell.

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Carlson, D.A. On the existence of sporadically catching-up optimal solutions for infinite-horizon optimal control problems. J Optim Theory Appl 53, 219–235 (1987). https://doi.org/10.1007/BF00939215

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