Numerical treatment of a class of optimal control problems arising in economics
DOI10.1080/10556780500150416zbMATH Open1114.65070OpenAlexW1990606830MaRDI QIDQ3423593FDOQ3423593
Authors: Etienne Emmrich, H.Schmitt 
Publication date: 14 February 2007
Published in: Optimization Methods \& Software (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10556780500150416
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algorithmsconvergencenumerical examplesinitial value problemiterationlinear differential equationsgreenhouse effectdiscounted control problemsglobal warming modelinfinite control horizon
Numerical optimization and variational techniques (65K10) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Existence theories for optimal control problems involving ordinary differential equations (49J15) Discrete approximations in optimal control (49M25)
Cites Work
- An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation
- A numerical approach to the infinite horizon problem of deterministic control theory
- Approximate solutions of the Bellman equation of deterministic control theory
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Cited In (8)
- Numerical computation of the optimal vector field: exemplified by a fishery model
- On the optimal control of a linear neutral differential equation arising in economics
- Numerical solution of infinite-horizon optimal control problems based on quadrature and Runge-Kutta methods
- Exponential Lawson integration for nearly Hamiltonian systems arising in optimal control
- Numerical solution of a parabolic optimal control problem arising in economics and management
- Analysis of finite difference approximations of an optimal control problem in economics
- Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution
- Weighted averages-based algorithm for a numerical solution of an infinite horizon optimal control problem with discoutning in discrete time
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