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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2603.26256 |
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| _version_ | 1866914426558349312 |
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| author | Bosi, Stefano Desmarchelier, David Pham, Ngoc-Sang |
| author_facet | Bosi, Stefano Desmarchelier, David Pham, Ngoc-Sang |
| contents | We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present some applications to economic models. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2603_26256 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A note on first-order and transversality conditions in infinite-horizon continuous-time optimal control models Bosi, Stefano Desmarchelier, David Pham, Ngoc-Sang Optimization and Control We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present some applications to economic models. |
| title | A note on first-order and transversality conditions in infinite-horizon continuous-time optimal control models |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2603.26256 |