Abstract
In Chapter 4 it was seen that combining the turnpike properties given by Lemma 4.6 with the existence of a strongly optimal solution for the associated problem of Lagrange permitted us to give an existence theory for overtaking optimal solutions. These results utilized strong convexity and compactness hypotheses and moreover were valid only for autonomous systems. In this chapter, by proceeding along the same lines, we will make use of the results of the previous chapter thereby obtaining analogous results for nonautonomous systems where we have, in addition, assumed weaker convexity and compactness hypotheses. Examples 7.1 to 7.3 motivate the developments given below as these models cannot be addressed by the previous theorems.
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Carlson, D.A., Haurie, A. (1987). Existence of Overtaking Optimal Solutions for Nonautonomous Control Systems. In: Infinite Horizon Optimal Control. Lecture Notes in Economics and Mathematical Systems, vol 290. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-02529-1_7
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DOI: https://doi.org/10.1007/978-3-662-02529-1_7
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