Numerical solution of infinite-horizon optimal-control problems
From MaRDI portal
algorithmdynamical optimizationeconomic control modelsinfinite time horizonisolated equilibrium pointnumerical solutionoptimal trajectoriestwo-point boundary-value problems
Existence theories for optimal control problems involving ordinary differential equations (49J15) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Economic growth models (91B62) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)
Recommendations
- scientific article; zbMATH DE number 2206652
- scientific article; zbMATH DE number 4040682
- A numerical approach to the infinite horizon problem of deterministic control theory
- Numerical solution of some optimal control problems
- Numerical solution of infinite-horizon optimal control problems based on quadrature and Runge-Kutta methods
- Numerical methods for solving terminal optimal control problems
- Numerical methods for construction of value functions in optimal control problems on an infinite horizon
- scientific article; zbMATH DE number 4169493
- Numerical computation of the optimal feedback law for nonlinear infinite time horizon control problems
Cited in
(17)- A user's guide to the numerical solution of two-point boundary value problems arising in continuous time dynamic economic models
- Weighted functional spaces approach in infinite horizon optimal control problems: a systematic analysis of hidden opportunities and advantages
- Solution of infinite horizon nonlinear optimal control problems by piecewise Adomian decomposition method
- Numerical computation of the optimal vector field: exemplified by a fishery model
- A Newton-Type Algorithm for the Solution of the Implicit Programming Problem
- Numerical solution of infinite-horizon optimal control problems based on quadrature and Runge-Kutta methods
- A survey on optimal control problems with differential-algebraic equations
- scientific article; zbMATH DE number 3944663 (Why is no real title available?)
- An algorithm to solve boundary value problems for differential iinclusions and applications in optimal control
- A new approach for solving infinite horizon optimal control problems using Laguerre functions and Ritz spectral method
- Numerical solution of two-point BVPs in infinite-horizon optimal control theory: a combined quasilinearization method with exponential Bernstein functions
- Numerical methods for construction of value functions in optimal control problems on an infinite horizon
- Infinite horizon cancer treatment model with isoperimetrical constraint: existence of optimal solutions and numerical analysis
- Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: a practical guide
- Solving non-linear models with saddle-path instabilities
- Optimal time aggregation of infinite horizon control problems
- Steady-state invariance in high-order Runge-Kutta discretization of optimal growth models
This page was built for publication: Numerical solution of infinite-horizon optimal-control problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5936971)