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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
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…