Abstract
A study is made of the conditions sufficient for the existence of overtaking trajectories for a class of infinite time-horizon, time-variant optimal control systems. Nonautonomy is restricted to disturbances with limits at infinity. The convergence property of the overtaking trajectories to the optimal steady-state limit is shown.
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Communicated by P. Varaiya
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Eirola, T., Kaitala, V. On the existence of overtaking trajectories. J Optim Theory Appl 49, 227–237 (1986). https://doi.org/10.1007/BF00940758
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DOI: https://doi.org/10.1007/BF00940758