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