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Optimality in Infinite-Horizon Variational Problems under Sign Conditions

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Abstract

We consider infinite-horizon variational problems on several spaces of curves. We establish relations between these problems and the properties of their solutions. Notably, we exhibit situations where optimality in a given space of curves implies optimality in a bigger space of curves. We work with a domain of definition of the Lagrangian which has a very general form and we provide assumptions to ensure a satisfactory theory of the necessary conditions of optimality. We apply these results to actualized Lagrangians.

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Blot, J., Cartigny, P. Optimality in Infinite-Horizon Variational Problems under Sign Conditions. Journal of Optimization Theory and Applications 106, 411–419 (2000). https://doi.org/10.1023/A:1004611816252

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  • DOI: https://doi.org/10.1023/A:1004611816252

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