Saddle points of Hamiltonian systems in convex problems of Lagrange

DOI10.1007/BF00940418zbMATH Open0248.49016MaRDI QIDQ2556575FDOQ2556575

Publication date: 1973

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

convex Lagrangian Lagrange problems generalized Hamiltonian differential equation minimax saddle point optimal arcs strict concavity-convexity theoretical economics

Mathematics Subject Classification ID

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

Cites Work

Convex Analysis
Conjugate convex functions in optimal control and the calculus of variations
Convergence of Sequences of Convex Sets, Cones and Functions. II
Convergence of sequences of convex sets, cones and functions
Generalized Hamiltonian equations for convex problems of Lagrange
Existence and Duality Theorems for Convex Problems of Bolza
Title not available (Why is that?)

Cited In (46)

A note on the existence of an optimal capital accumulation in the continuous time horizon
Invariant ideals and their applications to the turnpike theory
The turnpike property in finite-dimensional nonlinear optimal control
On uniqueness of a steady state and convergence of optimal paths in multisector models of optimal growth with a discount rate
Some new results on the local stability of the process of capital accumulation
On the optimality and stability of competitive paths in continuous time growth models
The turnpike property in nonlinear optimal control -- a geometric approach
Jensen's inequality for multivariate medians
Optimal control on an infinite time horizon
The structure and stability of competitive dynamical systems
When does stabilizability imply the existence of infinite horizon optimal control in nonlinear systems?
Extremal measures and hedging in American options
Introduction to Hamiltonian dynamics in economics
Asymptotical stability of optimal paths in nonconvex problems
A characteristic method for fully convex Bolza problems over arcs of bounded variation
Hamiltonian Systems in a Neighborhood of a Saddle Point
Turnpike theorem for terminal functionals in infinite horizon optimal control problems
New models for optimal truss topology in limit design based on unified elastic/plastic analysis
Conjugate duality for fractional programs
Nonlocal geometric expansion of convex planar curves
Stability of international pollution control games: a potential game approach
Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate
Saddle points criteria in nondifferentiable multiobjective programming with \(V\)-invex functions via an \(\eta \)-approximation method
Newsvendor solutions via conditional value-at-risk minimization
The number of commodities required to represent a market game
The turnpike property in semilinear control
Dynamic properties of optimal solutions of variational problems
Multiperson utility
Stabilization of capital accumulation games
A dynamical system view on nonlinear optimal control analysis and design
A growth property in concave-convex Hamiltonian systems
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
The saddle point property in Hamiltonian systems
Pareto-optimal Nash equilibria are competitive in a repeated economy
Global asymptotic stability of optimal control systems with applications to the theory of economic growth
On the satisfaction of peak demand in the certainty case
Duality for minmax programs
On duality for entropy constrained programs
A combined constraint-space, objective-space approach for determining high-dimensional maximal efficient faces of multiple objective linear programs
Monotone penalty approximation of extremal solutions for quasilinear noncoercive variational inequalities
Duality and uniqueness of convex solutions to stationary Hamilton-Jacobi equations
Rigidity in closed categories and generalized sup-inf theorems
Existence and the Cass-Shell stability condition for Hamiltonian systems of optimal growth
Affine projections
Steady-State and Periodic Exponential Turnpike Property for Optimal Control Problems in Hilbert Spaces
On the minimum rate of impatience for complicated optimal growth paths

This page was built for publication: Saddle points of Hamiltonian systems in convex problems of Lagrange

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2556575)