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Extremals Flows and Infinite Horizon Optimization

  • Andrei A. Agrachev
  • Francesca C. Chittaro

Summary

We study the existence and the structure of smooth optimal synthesis for regular variational problems with infinite horizon. To do that we investigate the asymptotic behavior of the flows generated by the extremals (of finite horizon problems) using curvature–type invariants of the flows and some methods of hyperbolic dynamics.

Keywords

Quadratic Form Phase Portrait Discount Factor Optimal Trajectory Horizon Problem 
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References

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Andrei A. Agrachev
    • 1
  • Francesca C. Chittaro
    • 1
  1. 1.SISSA-ISASTriesteItalia

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