| 来源类型 | Book Section |
| DOI | 10.1007/978-3-642-36062-6_29 |
| Nonlinear stabilizers in optimal control problems with infinite time horizon. | |
| Tarasyev AM; Usova AA; Hoemberg, D; Troeltzsch, F | |
| 发表日期 | 2013 |
| 出处 | System Modeling and Optimization. Eds. Hoemberg, D & Troeltzsch, F , Berlin: Springer. DOI: 10.1007/978-3-642-36062-6_29 . |
| 出版年 | 2013 |
| 语种 | 英语 |
| 摘要 | In optimal control problems with infinite time horizon, arising in models of economic growth, there are essential difficulties in analytical and even in numerical construction of solutions of Hamiltonian systems. The problem is in stiff properties of differential equations of the maximum principle and in non-stable character of equilibrium points connected with corresponding transversality conditions. However, if a steady state exists and meets several conditions of regularity then it is possible to construct a nonlinear stabilizer for the Hamiltonian system. This stabilizer inherits properties of the maximum principle, generates a nonlinear system with excluded adjoint variables and leads its trajectories to the steady state. Basing on the qualitative theory of differential equations, it is possible to prove that trajectories generated by the nonlinear stabilizer are close to solutions of the original Hamiltonian system, at least locally, in a neighborhood of the steady state. This analysis allows to create stable algorithms for construction of optimal solutions. |
| 主题 | Advanced Systems Analysis (ASA) |
| 关键词 | Optimal control Nonlinear control system Nonlinear stabilizer Economic systems |
| URL | http://pure.iiasa.ac.at/id/eprint/10597/ |
| 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/134289 |
| 推荐引用方式 GB/T 7714 | Tarasyev AM,Usova AA,Hoemberg, D,et al. Nonlinear stabilizers in optimal control problems with infinite time horizon.. 2013. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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