On the Euler equation approach to discrete-time nonstationary optimal control problems

DOI10.3934/JDG.2014.1.57MaRDI QIDQ351787zbMATH OpenOpenAlexFDO

Authors David González-Sánchez, Onésimo Hernández-Lerma

Publication date 10 July 2013

Published in Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jdg.2014.1.57

zbMATH Keywords

time-varying systemsEuler equationinfinite horizondiscrete-time control systemstransversality condition

Mathematics Subject Classification ID

Economic dynamics (91B55) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cited in

(9)

• A nonlinear stochastic growth model on discrete time domains
• Opinion dynamics in multiagent systems with optimal choice of opinion verification moments
• The maximum principle for discrete-time control systems and applications to dynamic games
• scientific article; zbMATH DE number 3986894 (Why is no real title available?)
• A survey of static and dynamic potential games
• Dynamic potential games: the discrete-time stochastic case
• A version of the Euler equation in discounted Markov decision processes
• Refined Euler-Lagrange inclusion for an optimal control problem with discontinuous integrand
• Sequential decision problems on isolated time domains

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