Numerical solution of a parabolic optimal control problem arising in economics and management
DOI10.1016/J.AMC.2019.06.011zbMATH Open1428.49007OpenAlexW2955532660WikidataQ127619740 ScholiaQ127619740MaRDI QIDQ2279642FDOQ2279642
Authors: A. V. Lapin, Shuhua Zhang, Serguei Lapin 
Publication date: 13 December 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2019.06.011
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Nonconvex programming, global optimization (90C26) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) PDEs in connection with mathematical programming (35Q90)
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Cited In (15)
- Optimal control of three-dimensional unsteady partial differential equations with convection term in continuous casting
- Two meshless methods for Dirichlet boundary optimal control problem governed by elliptic PDEs
- Polyhedral optimization of discrete and partial differential inclusions of parabolic type
- Robust bivariate polynomials scheme with convergence analysis for two-dimensional nonlinear optimal control problem
- The group behavior analysis of the high-frequency traders based on mean field games approach
- Numerical solution of arbitrary-order linear partial differential equations using an optimal control technique
- Numerical solution of mean field problem with limited management resource
- Title not available (Why is that?)
- Approximation of a mean field game problem with Caputo time-fractional derivative
- Numerical study of the stock market crises based on mean field games approach
- Numerical solutions of two-dimensional PDE-constrained optimal control problems via bilinear pseudo-spectral method
- Analysis of finite difference approximations of an optimal control problem in economics
- Modeling and computation of mean field game with compound carbon abatement mechanisms
- Numerical treatment of a class of optimal control problems arising in economics
- Analysis of the stock market crisis based on mean field games concept
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