Minimizing a Quadratic Payoff with Monotone Controls

DOI10.1287/MOOR.12.2.297MaRDI QIDQ3776944zbMATH OpenOpenAlexFDO

Authors Emmanuel N. Barron, Robert R. Jensen, Anastasios G. Malliaris

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

zbMATH Keywords

Monotone controlsquadratic payoffregularityswitching pointsvariational inequalities in Sobolev spaces

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30) Economic growth models (91B62)

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Cited in

(2)

• Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution
• Discrete time schemes for optimal control problems with monotone controls

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