最优控制问题的局部稳定条件

Proceedings of the 28th IEEE Conference on Decision and Control, Pub Date : 1989-12-13 DOI:10.1109/CDC.1989.70119

G. Sorger

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引用次数: 1

摘要

研究了带折扣无限视界最优控制问题的改进哈密顿动力系统。证明了作者(J. Econ.)提出的全局渐近稳定的充分条件。理论，vol.48, 1989)对于局部渐近稳定性也是必要的，如果所考虑的平稳点是对称的或贴现率为零。

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A local stability condition for optimal control problems

The modified Hamiltonian dynamical system associated with a discounted infinite-horizon optimal control problem is considered. It is shown that the sufficient conditions for global asymptotic stability developed by the author (J. Econ. Theory, vol.48, 1989) are also necessary for local asymptotic stability, if the stationary point under consideration is symmetric or the discount rate is zero.<>

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Proceedings of the 28th IEEE Conference on Decision and Control,

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