Discrete-time optimal control of an economic system using different objective functions

DOI10.1002/oca.4660080307zbMath0624.93041OpenAlexW2136903635MaRDI QIDQ3026853

H. A. Eiselt, Carl-Louis Sandblom, Kurt O. Jørnsten

Publication date: 1987

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.4660080307

zbMATH Keywords

discrete-time optimal controleconometric modelsentropy and minimax criterion functions

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Discrete-time control/observation systems (93C55) Economic growth models (91B62) Existence of solutions for minimax problems (49J35) Measures of information, entropy (94A17)

Uses Software

• CONOPT

Cites Work

• Unnamed Item
• A Mathematical Theory of Communication
• Continuous maximin knapsack problems with GLB constraints
• CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems
• Dynamic Programming Under Uncertainty with a Quadratic Criterion Function
• A note on solution of large sparse maximum entropy problems with linear equality constraints
• Entropy in linear programs
• OPTIMIZATION OF ECONOMIC POLICY USING LAGGED CONTROLS

This page was built for publication: Discrete-time optimal control of an economic system using different objective functions