EMIS ELibM Electronic Journals Zeitschrift für Analysis und ihre Anwendungen
Vol. 19, No. 1, pp. 269-278 (2000)

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On Infinite-Horizon Optimal Control Problems

S. Effati, A. V. Kamyad and R. A. Kamyabi-Gol

Ferdowsi Univ. Mashhad, Dept. Math., Mashhad, Iran; effati@science

Abstract: In this paper, we consider infinite-horizon optimal control problems. First, by a suitable change of variable, we transform the problem to a finite-horizon nonlinear optimal control problem. Then the problem is modified into one consisting of the minimization of a linear functional over a set of positive Radon measure. The optimal measure is approximated by a finite combination of atomic measures and the approximate solution of the fist problem is find by the optimal solution of a finite-dimensional linear programming problem. The solution of this problem is used to find a piecewise constant control for the original one, and finally by using the approximate control signals we obtain the approximate trajectories.

Keywords: infinite-horizon problems, measure theory, optimal control, linear programming

Classification (MSC2000): 49J15

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Electronic fulltext finalized on: 25 Jul 2001. This page was last modified: 9 Nov 2001.

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