An infinite-horizon multistage dynamic optimization problem

DOI10.1007/BF02192158zbMATH Open0835.49014MaRDI QIDQ1905935FDOQ1905935

Authors: H. R. Babad 

Publication date: 1 April 1996

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

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zbMATH Keywords

maximum principledynamic optimizationoptimality conditionscost functionalinfinite-horizon problemsmultiprocesses

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15)

Cites Work

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• Optimization and nonsmooth analysis
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• Necessary Conditions for Optimal Control Problems with Infinite Horizons
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• Shadow Prices and Duality for a Class of Optimal Control Problems
• Duality theory for dynamic optimization models of economics: The continuous time case
• Invention and Innovation Under Alternative Market Structures: The Case of Natural Resources
• Duality Theory for Infinite Horizon Convex Models
• Optimal Multiprocesses
• Some Clarifications on the Transversality Condition
• Applications of Optimal Multiprocesses
• Maximum principle and transversality condition for concave infinite horizon economic models
• Two-stage optimal control problems with an explicit switch point dependence. Optimality criteria and an example of delivery lags and investment
• Criteria of optimality in the infinite-time optimal control problem
• Resource Extraction when a Future Substitute has an Uncertain Cost

Cited In (9)

• Title not available (Why is that?)
• When can Itô be not optimal to adopt a new technology? a viability theory solution to a two-stage optimal control problem of new technology adoption
• The infinite horizon dynamic optimization problem revisited: A simple method to determine equilibrium states
• Title not available (Why is that?)
• The stagewise Kuhn-Tucker condition and differential dynamic programming
• Some new mathematical methods in dynamic programming over infinite horizon
• Optimal Multiprocesses
• Applications of Optimal Multiprocesses
• Infinite Horizon Average Cost Dynamic Programming Subject to Total Variation Distance Ambiguity

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