Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics (Q2408650)

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Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics
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    Pontryagin type maximum principle for budget-constrained infinite horizon optimal control problems with linear dynamics (English)
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    12 October 2017
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    budget constraint
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    infinite horizon
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    optimal control
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    Pontryagin type maximum principle
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    weighted Sobolev spaces
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    linear-quadratic regulator
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