Maximum principle for control problems with uncertain horizon and variable discount rate
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Publication:1321087
DOI10.1007/BF00941305zbMath0795.49020OpenAlexW2037652238MaRDI QIDQ1321087
Publication date: 14 September 1994
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00941305
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Cites Work
- Criteria of optimality in the infinite-time optimal control problem
- Recursive utility and optimal capital accumulation. I: Existence
- An optimal control problem with a random stopping time
- Optimal control of piecewise deterministic markov process
- On the Transversality Condition in Infinite Horizon Optimal Problems
- Necessary Conditions for Optimal Control Problems with Infinite Horizons
- Stationary Ordinal Utility and Impatience
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