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On a sufficient transversality condition for infinite horizon optimal control problems

P. Cartigny ; P. Michel ; LABORATOIRE MONTPELLIERAIN D'ECONOMIE THEORIQUE ET APPLIQUEE | Montpellier : Faculté des sciences économiques | Document de travail LAMETA : 01-30 | 2002

We prove that the standard linear-quadric optimal control problems with infinite horizon, the zero limit for the co-state variable when time goes to infinity is a sufficient transversality condition. A class of optimal control problems for which[...]

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