Transversality condition

From Wikipedia, the free encyclopedia
Jump to navigation Jump to search

In optimal control theory, a transversality condition is a boundary condition for the terminal values of the costate variables. They are one of the necessary conditions for optimality infinite-horizon optimal control problems without an endpoint constraint on the state variables.

See also

[edit | edit source]

Further reading

[edit | edit source]
  • Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).
  • Lua error in Module:Citation/CS1/Configuration at line 2172: attempt to index field '?' (a nil value).