| Autor: |
Anastasiia A. Usova, Alexander M. Tarasyev |
| Rok vydání: |
2020 |
| Předmět: |
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| Zdroj: |
Lecture Notes in Control and Information Sciences-Proceedings ISBN: 9783030428303 |
| DOI: |
10.1007/978-3-030-42831-0_32 |
| Popis: |
The paper presents the research devoted to the stability analysis of the Hamiltonian systems arising in the Pontryagin maximum principle that is applied for solving optimization problems generally based on the growth models. These problems are supposed to have the dynamics that is affine in a control, and the utility functional is represented as an integral consumption index discounted at the infinite time interval. Following the Pontryagin maximum principle, we construct the Hamiltonian system for the optimal control problems at the infinite time interval and assuming existence of a steady state, derive a matrix Riccati equation of a special form. The obtained equation is used for establishing stabilizability conditions. In addition, the general structure of the stabilizer can be described using the solution of the matrix Riccati equation. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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