On Hamiltonian as Limiting Gradient in Infinite Horizon Problem

@article{Khlopin2015OnHA,
  title={On Hamiltonian as Limiting Gradient in Infinite Horizon Problem},
  author={D. Khlopin},
  journal={Journal of Dynamical and Control Systems},
  year={2015},
  volume={23},
  pages={71-88}
}
  • D. Khlopin
  • Published 28 February 2015
  • Mathematics
  • Journal of Dynamical and Control Systems
Necessary conditions of optimality in the form of the Pontryagin maximum principle are derived for the Bolza-type discounted problem with free right end. The optimality is understood in the sense of the uniformly overtaking optimality. Such process is assumed to exist, and the corresponding payoff of the optimal process (expressed in the form of improper integral) is assumed to converge in the Riemann sense. No other assumptions on the asymptotic behaviour of trajectories or adjoint variables… 
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