Necessary Optimality Conditions for Higher‐Order Infinite Horizon Variational Problems on Time Scales

Necessary Optimality Conditions for Higher‐Order Infinite Horizon Variational Problems on Time Scales

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Article ID: iaor20127248
Volume: 155
Issue: 2
Start Page Number: 453
End Page Number: 476
Publication Date: Nov 2012
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: Lagrangian methods, variational relation problems
Abstract:

We obtain Euler–Lagrange and transversality optimality conditions for higher‐order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and discrete settings: Our results seem new and interesting even in the particular cases when the time scale is the set of real numbers or the set of integers.

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