On the Euler equation approach to discrete-time nonstationary optimal control problems

DOI10.3934/JDG.2014.1.57zbMath1267.93096OpenAlexW2328655571MaRDI QIDQ351787

Onésimo Hernández-Lerma, David González-Sánchez

Publication date: 10 July 2013

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jdg.2014.1.57

zbMATH Keywords

infinite horizontime-varying systemsEuler equationtransversality conditiondiscrete-time control systems

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Economic dynamics (91B55)

Related Items (4)

A survey of static and dynamic potential games ⋮ The maximum principle for discrete-time control systems and applications to dynamic games ⋮ Opinion dynamics in multiagent systems with optimal choice of opinion verification moments ⋮ Dynamic potential games: the discrete-time stochastic case

Cites Work

• Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
• Finite dimensional approximation in infinite dimensional mathematical programming
• Dynamic programming in economics.
• A simple proof of the necessity of the transversality condition
• Infinite horizon programs; convergence of approximate solutions
• Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
• A dynamic cournot-nash equilibrium in fishery: The effects of entry
• The discrete Euler equation on the normed linear spacel_n¹
• Discrete calculus of variations
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