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