| 来源类型 | Article |
| 规范类型 | 其他 |
| Maximum principle for infinite-horizon optimal control problems with dominating discount. | |
| Aseev SM; Veliov VM | |
| 发表日期 | 2012 |
| 出处 | Dynamics of Continuous, Discrete and Impulsive Systems, Series B (DCDIS-B) 19 (1): 43-63. |
| 出版年 | 2012 |
| 语种 | 英语 |
| 摘要 | The paper revisits the issue of necessary optimality conditions for infinitehorizon optimal control problems. It is proved that the normal form maximum principle holds with an explicitly specified adjoint variable if an appropriate relation between the discount rate, the growth rate of the solution and the growth rate of the objective function is satisfied. The main novelty is that the result applies to general non-stationary systems and the optimal objective value needs not be finite (in which case the concept of overtaking optimality is employed). In two important particular cases it is shown that the current-value adjoint variable is characterized as the unique bounded solution of the adjoint equation. The results in this paper are applicable to several economic models for which the known optimality conditions fail. |
| 主题 | Advanced Systems Analysis (ASA) |
| 关键词 | Infinite horizon Pontryagin maximum principle Transversality conditions |
| URL | http://pure.iiasa.ac.at/id/eprint/9874/ |
| 来源智库 | International Institute for Applied Systems Analysis (Austria) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/129481 |
| 推荐引用方式 GB/T 7714 | Aseev SM,Veliov VM. Maximum principle for infinite-horizon optimal control problems with dominating discount.. 2012. |
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