Zeitschrift für Analysis und ihre Anwendungen Vol. 19, No. 1, pp. 269278 (2000) 

On InfiniteHorizon Optimal Control ProblemsS. Effati, A. V. Kamyad and R. A. KamyabiGolFerdowsi Univ. Mashhad, Dept. Math., Mashhad, Iran; effati@scienceAbstract: In this paper, we consider infinitehorizon optimal control problems. First, by a suitable change of variable, we transform the problem to a finitehorizon 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 finitedimensional 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: infinitehorizon problems, measure theory, optimal control, linear programming Classification (MSC2000): 49J15 Full text of the article:
Electronic fulltext finalized on: 25 Jul 2001. This page was last modified: 9 Nov 2001.
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