We build a generalization of the Pontryagin maximum principle in infinite horizon in the framework of the continuous time. We improve a classical result of Halkin by lightening the assumptions. We also provide conditions to ensure that the multiplier associated to the criterion is equal to 1. We extend these results to the multiobjective problems. In this framework, we establish a new sufficient condition of Pareto optimality for multiobjective optimal control problems in infinite horizon.

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Infinite-Horizon Single-Objective and Multiobjective Optimal Control Problems in the Continuous Time Framework

  • Joël Blot,
  • Hasan Yilmaz

摘要

We build a generalization of the Pontryagin maximum principle in infinite horizon in the framework of the continuous time. We improve a classical result of Halkin by lightening the assumptions. We also provide conditions to ensure that the multiplier associated to the criterion is equal to 1. We extend these results to the multiobjective problems. In this framework, we establish a new sufficient condition of Pareto optimality for multiobjective optimal control problems in infinite horizon.