原创力文档existence and uniqueness of solutions for a class of infinite-horizon systems derived from optimal control解的存在性和唯一性的可是来自最优控制系统.pdfVIP
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existence and uniqueness of solutions for a class of infinite-horizon systems derived from optimal control解的存在性和唯一性的可是来自最优控制系统
EXISTENCE AND UNIQUENESS OF SOLUTIONS
FOR A CLASS OF INFINITE-HORIZON
SYSTEMS DERIVED FROM OPTIMAL CONTROL
LIANWEN WANG
Received 4 May 2004 and in revised form 14 February 2005
This paper deals with the existence and uniqueness of solutions for a class of infinite-
horizon systems derived from optimal control. An existence and uniqueness theorem is
proved for such Hamiltonian systems under some natural assumptions.
1. Introduction
We begin with a simple example to introduce the background of the considered problem.
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