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The transversality conditions for infinite-horizon optimal control problem with a free right endpoint and the stability of the adjoint variable (in Russian)

Dmitry Khlopin
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Abstract

An infinite-horizon optimal control problem with a free right endpoint is considered. In this paper we proved that Lyapunov stability of the adjoint variable implying the vanishing of the adjoint variable at infinity along optimal solution.

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Dmitry Khlopin. 2011-05-16. The transversality conditions for infinite-horizon optimal control problem with a free right endpoint and the stability of the adjoint variable (in Russian). https://arxiv.org/abs/1105.3040

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