International Journal of Mathematics and Mathematical Sciences
Volume 2005 (2005), Issue 6, Pages 837-843
doi:10.1155/IJMMS.2005.837
Existence and uniqueness of solutions for a class of infinite-horizon systems derived from optimal control
Lianwen Wang
Department of Mathematics and Computer Science, College of Arts and Sciences, Central Missouri State University, Warrensburg 64093, MO, USA
Abstract
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.