Existence of optimal controls for continuous time infinite horizon problems

摘要

An existence theorem is given for general continuous time infinite horizon optimal control formulations. Specifically, we establish conditions on the plant model, the cost integrand and the set of initial states to be considered under which the infinite horizon optimal control problem has a solution. The conditions on the objective function are of a sufficiently general nature to allow flexibility in the choice of cost function and therefore the hypotheses easily fit standard process systems applications.