Contents |
The first part of the talk will present a recently obtained
(jointly with S. Aseev) form of the Pontryagin maximum principle for ODE optimal control
on infinite horizon. In the second part, the approach will be extended
to optimal control problems on infinite horizon of a class of first order PDEs
with non-local dynamics and non-local boundary conditions. The second part is
based on a joint work with B. Skritek. In both cases it is
remarkable that the solution of the adjoint equation, for which
the condition for maximization of the Hamiltonian holds, is not determined
by transversalty conditions, rather it is defined explicitly. |
|