A note on the sufficiency of the maximum principle for infinite horizon optimal control problems
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This work is devoted to introduce a new sufficient optimality condition for infinite horizon optimal control problems. It is shown that normal extremal processes are optimal under this new condition, termed as maximum-principle-pseudo-invexity. Such a condition is the most general possible in the sense that problems in which every normal extremal process is optimal are necessarily maximum-principle-pseudo-invex.
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generalized convexity, infinite horizon, optimal control, sufficient optimality conditions
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Inglês
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Optimal Control Applications and Methods, v. 39, n. 4, p. 1573-1580, 2018.
