Sufficient conditions for infinite-horizon calculusof variations problems
Identifieur interne : 000389 ( France/Analysis ); précédent : 000388; suivant : 000390Sufficient conditions for infinite-horizon calculusof variations problems
Auteurs : Joël Blot [France] ; Naïla Hayek [France]Source :
- ESAIM: Control, Optimisation and Calculus of Variations [ 1292-8119 ] ; 2010-03-29.
Abstract
After a brief survey of the literature about sufficient conditions, we give different sufficient conditions of optimality for infinite-horizon calculus of variations problems in the general (non concave) case. Some sufficient conditions are obtained by extending to the infinite-horizon setting the techniques of extremal fields. Others are obtained in a special qcase of reduction to finite horizon. The last result uses auxiliary functions. We treat five notions of optimality. Our problems are essentially motivated by macroeconomic optimal growth models.
Url:
DOI: 10.1051/cocv:2000111
Affiliations:
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