Saddle points of Hamiltonian systems in convex problems of Lagrange
From MaRDI portal
Publication:2556575
DOI10.1007/BF00940418zbMath0248.49016MaRDI QIDQ2556575
Publication date: 1973
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
convex LagrangianLagrange problemsgeneralized Hamiltonian differential equationminimax saddle pointoptimal arcsstrict concavity-convexitytheoretical economics
Related Items (46)
Nonlocal geometric expansion of convex planar curves ⋮ Monotone penalty approximation of extremal solutions for quasilinear noncoercive variational inequalities ⋮ Stability of international pollution control games: a potential game approach ⋮ A Dynamical System View on Nonlinear Optimal Control Analysis and Design ⋮ Extremal measures and hedging in American options ⋮ Hamiltonian Systems in a Neighborhood of a Saddle Point ⋮ Newsvendor solutions via conditional value-at-risk minimization ⋮ New models for optimal truss topology in limit design based on unified elastic/plastic analysis ⋮ The turnpike property in nonlinear optimal control -- a geometric approach ⋮ Stabilization of capital accumulation games ⋮ Invariant ideals and their applications to the turnpike theory ⋮ Saddle points criteria in nondifferentiable multiobjective programming with \(V\)-invex functions via an \(\eta \)-approximation method ⋮ Multiperson utility ⋮ On uniqueness of a steady state and convergence of optimal paths in multisector models of optimal growth with a discount rate ⋮ Steady-State and Periodic Exponential Turnpike Property for Optimal Control Problems in Hilbert Spaces ⋮ The saddle point property in Hamiltonian systems ⋮ Conjugate duality for fractional programs ⋮ Rigidity in closed categories and generalized sup-inf theorems ⋮ The number of commodities required to represent a market game ⋮ On the satisfaction of peak demand in the certainty case ⋮ The turnpike property in finite-dimensional nonlinear optimal control ⋮ Pareto-optimal Nash equilibria are competitive in a repeated economy ⋮ Dynamic properties of optimal solutions of variational problems ⋮ On the minimum rate of impatience for complicated optimal growth paths ⋮ Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations ⋮ Affine projections ⋮ Optimal control on an infinite time horizon ⋮ Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate ⋮ A growth property in concave-convex Hamiltonian systems ⋮ Jensen's inequality for multivariate medians ⋮ Global asymptotic stability of optimal control systems with applications to the theory of economic growth ⋮ The structure and stability of competitive dynamical systems ⋮ Existence and the Cass-Shell stability condition for Hamiltonian systems of optimal growth ⋮ Some new results on the local stability of the process of capital accumulation ⋮ Introduction to Hamiltonian dynamics in economics ⋮ On the optimality and stability of competitive paths in continuous time growth models ⋮ A combined constraint-space, objective-space approach for determining high-dimensional maximal efficient faces of multiple objective linear programs ⋮ A Characteristic Method for Fully Convex Bolza Problems over Arcs of Bounded Variation ⋮ Asymptotical stability of optimal paths in nonconvex problems ⋮ Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming ⋮ A note on the existence of an optimal capital accumulation in the continuous time horizon ⋮ The turnpike property in semilinear control ⋮ Duality for minmax programs ⋮ When does stabilizability imply the existence of infinite horizon optimal control in nonlinear systems? ⋮ Turnpike theorem for terminal functionals in infinite horizon optimal control problems ⋮ On duality for entropy constrained programs
Cites Work
- Unnamed Item
- Generalized Hamiltonian equations for convex problems of Lagrange
- Conjugate convex functions in optimal control and the calculus of variations
- Convergence of Sequences of Convex Sets, Cones and Functions. II
- Convex Analysis
- Existence and Duality Theorems for Convex Problems of Bolza
- Convergence of sequences of convex sets, cones and functions
This page was built for publication: Saddle points of Hamiltonian systems in convex problems of Lagrange