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

DOI10.3934/JDG.2014.1.57zbMATH Open1267.93096OpenAlexW2328655571MaRDI QIDQ351787FDOQ351787

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

Recommendations

• A version of the Euler equation in discounted Markov decision processes
• On necessary conditions of optimality for infinite horizon problems
• Nonstationary control problems for diffusion processes on an infinite time interval
• The maximum principle for discrete-time control systems and applications to dynamic games
• Optimality conditions for discrete-time optimal control on infinite horizon

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Finite dimensional approximation in infinite dimensional mathematical programming
• Introduction to modern economic growth.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Discrete calculus of variations
• A simple proof of the necessity of the transversality condition
• Dynamic programming in economics.
• Infinite horizon programs; convergence of approximate solutions
• Transversality Conditions for Some Infinite Horizon Discrete Time Optimization Problems
• A dynamic cournot-nash equilibrium in fishery: The effects of entry
• The discrete Euler equation on the normed linear spacel_n¹
• Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases

Cited In (9)

• 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
• Title not available (Why is that?)
• 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
• A nonlinear stochastic growth model on discrete time domains

This page was built for publication: On the Euler equation approach to discrete-time nonstationary optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q351787)