A pseudospectral method for budget-constrained infinite horizon optimal control problems
In this paper a generalization of the indirect pseudo-spectral method, presented in [17], for the numerical solution of budget-constrained infinite horizon optimal control problems is presented. Consideration of the problem statement in the framework of weighted functional spaces allows to arrive at...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2021-08-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | https://www.esaim-proc.org/articles/proc/pdf/2021/02/proc2107113.pdf |