| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1134/S0081543814090028 |
| On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems. | |
| Aseev SM | |
| 发表日期 | 2014 |
| 出处 | Proceedings of the Steklov Institute of Mathematics 278 (S1): 11-21 |
| 出版年 | 2014 |
| 语种 | 英语 |
| 摘要 | For a class of infinite-horizon optimal control problems that appear in studies on economic growth processes, the properties of the adjoint variable in the relations of the Pontryagin maximum principle, defined by a formula similar to the Cauchy formula for the solutions to linear differential systems, are studied. It is shown that under a dominating discount type condition the adjoint variable defined in this way satisfies both the core relations of the maximum principle (the adjoint system and the maximum condition) in the normal form and the complementary stationarity condition for the Hamiltonian. Moreover, a new economic interpretation of the adjoint variable based on this formula is presented. |
| 主题 | Advanced Systems Analysis (ASA) |
| 关键词 | Optimal economic growth problems Infinite horizon Pontryagin's maximum principle Adjoint variable Stationarity condition for the Hamiltonian |
| URL | http://pure.iiasa.ac.at/id/eprint/10804/ |
| 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/129960 |
| 推荐引用方式 GB/T 7714 | Aseev SM. On some properties of the adjoint variable in the relations of the Pontryagin maximum principle for optimal economic growth problems.. 2014. |
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