全球智库信息集成服务系统(G2TT): Periodic and chaotic programs of intertemporal optimization models with non-concave net benefit function.

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来源类型	Article
规范类型	其他
DOI	10.1016/S0167-2681(97)00068-1
	Periodic and chaotic programs of intertemporal optimization models with non-concave net benefit function.
	Kopel M; Feichtinger G; Dawid H
发表日期	1998
出处	Journal of Economic Behavior & Organization
出版年	1998
语种	英语
摘要	In this paper we address the so-called 'inverse optimal problem,' that is the question, given a time path, is it optimal for some intertemporal optimization problem? Whereas in the existing literature the inverse problem is solved for the reduced form models, we consider the more difficult question of how to construct a model in both, the reduced and the primitive form. Using our technique one can guarantee required qualitative properties, not only in reduced, but also in primitive form. To illustrate our constructive approach we apply it to a well-known advertising model. We show that the resulting optimal advertising policy is topologically conjugated to the well-known quadratic map, and hence exhibits topological and ergodic chaos.
主题	World Population (POP)
关键词	Dynamic programming Inverse optimal problem Chaotic dynamics
URL	http://pure.iiasa.ac.at/id/eprint/5366/
来源智库	International Institute for Applied Systems Analysis (Austria)
引用统计
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/127723
推荐引用方式 GB/T 7714	Kopel M,Feichtinger G,Dawid H. Periodic and chaotic programs of intertemporal optimization models with non-concave net benefit function.. 1998.