Minimizing a Quadratic Payoff with Monotone Controls
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Publication:3776944
DOI10.1287/moor.12.2.297zbMath0637.49012OpenAlexW1998521518MaRDI QIDQ3776944
Emmanuel Nicholas Barron, Anastasios G. Malliaris, Robert R. Jensen
Publication date: 1987
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.12.2.297
regularityswitching pointsquadratic payoffMonotone controlsvariational inequalities in Sobolev spaces
Variational inequalities (49J40) Economic growth models (91B62) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)
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