Monotone optimal trajectories in continuous-time infinite horizon optimal control problems
Abstract
We give weak conditions for a continuous time optimal control problem with one-dimensional state space to have monotone optimal trajectories. These conditions include a concavity condition on the Lagrange function. If that condition is changed to strict concavity, then all optimal trajectories are monotone.
Fields of Study & Subjects
Optimization and Variational Analysis
Spacecraft Dynamics and Control
Adaptive Dynamic Programming Control
Publication details
- Journal / source
- Journal of Mathematical Economics
- Publisher
- Elsevier BV
- Volume
- 125
- Pages
- 103256–103256
- Publication date
- 16 May 2026
- Language
- EN