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摘要翻译：
我们的目的是构造目标函数可以是无界的无折扣连续时间无穷时域优化问题的最优解。在超越准则下，我们证明了有限时域问题的解的极限是无限时域问题的最优解的条件。
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英文标题：
《Constructing the Optimal Solutions to the Undiscounted Continuous-Time
Infinite Horizon Optimization Problems》
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作者：
Dapeng CAI (1), Takashi Gyoshin NITTA (2) ((1) Institute for Advanced
Research, Nagoya University, Nagoya, Japan, (2) Department of Mathematics,
Faculty of Education, Mie University, Tsu, Japan)
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最新提交年份：
2008
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Mathematics 数学
二级分类：Optimization and Control 优化与控制
分类描述：Operations research, linear programming, control theory, systems theory, optimal control, game theory
运筹学，线性规划，控制论，系统论，最优控制，博弈论
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英文摘要：
We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to the finite horizon problems is optimal for the infinite horizon problems under the overtaking criterion.
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PDF链接：
https://arxiv.org/pdf/0803.4046
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