连续时间无限时域最优控制问题中的单调最优轨迹

Monotone optimal trajectories in continuous-time infinite horizon optimal control problems

Journal of Mathematical Economics · 2026
被引 1 · 同刊同年前 3%
人大 A-ABS 3

中文导读

给出了一维状态空间连续时间最优控制问题中单调最优轨迹存在的弱条件,包括拉格朗日函数的凹性条件;若改为严格凹,则所有最优轨迹都是单调的。

Abstract

We give weak conditions for a continuous time optimal control problem with one-dimensional state space to have monotone optimal trajectories. These conditions include a concavity condition on the Lagrange function. If that condition is changed to strict concavity, then all optimal trajectories are monotone.

最优控制单调轨迹无限时域凹性条件