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math.OC2025
Seierstad Sufficient Conditions for Stochastic Optimal Control Problems with Infinite Horizon
Anton O. Belyakov, Yuri M. Kabanov, Ivan A. Terekhov +1
In this note we consider a problem of stochastic optimal control with the infinite-time horizon. We present analogues of the Seierstad sufficient conditions of overtaking optimalit…
math.OC2019★ 2 cited
On a sufficient condition for infinite horizon optimal control problems
Anton O. Belyakov
New form of sufficient optimality condition is obtained in comparison with the Mangasarian sufficiency theorem. Both finite and infinite values of objective functional are allowed…
math.OC2015★ 6 cited
Necessary Conditions for Infinite Horizon Optimal Control Problems Revisited
Anton O. Belyakov
Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective fu…