On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory (Q799926)
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English | On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory |
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On the use of Hamiltonian and maximized Hamiltonian in nondifferentiable control theory (English)
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1985
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In optimal control problems involving nondifferentiable functions of the state variable, the adjoint differential inclusion can be formulated by either use of the Hamiltonian or the maximized Hamiltonian. In this paper, we solve a production-employment model in which the latter approach must be utilized, since the former does not enable one to determine the optimal policy.
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envelope theorem
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nondifferentiable functions
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adjoint differential inclusion
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Hamiltonian
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maximized Hamiltonian
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production-employment model
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