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Article Dans Une Revue Mathematical Control and Related Fields Année : 2018

Necessary conditions for infinite horizon optimal control problems with state constraints

Résumé

Partial and full sensitivity relations are obtained for nonauto-nomous optimal control problems with infinite horizon subject to state constraints , assuming the associated value function to be locally Lipschitz in the state. Sufficient structural conditions are given to ensure such a Lipschitz regularity in presence of a positive discount factor, as it is typical of macroeconomics models.
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Dates et versions

hal-02126115 , version 1 (10-05-2019)

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Vincenzo Basco, Piermarco Cannarsa, Hélène Frankowska. Necessary conditions for infinite horizon optimal control problems with state constraints. Mathematical Control and Related Fields, 2018, 8 (3), pp.535-555. ⟨10.3934/mcrf.2018022⟩. ⟨hal-02126115⟩
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