Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution

DOI10.1051/RO/1993270100231MaRDI QIDQ4201831zbMATH OpenOpenAlexFDO

Authors L. S. Aragone

Publication date 29 August 1993

Published in RAIRO - Operations Research (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/105050

zbMATH Keywords

convergence ratenon-renewable resourcesHamilton-Jacobi- Bellman equationquadratic criteriaelliptic quasi-variational inequalitymonotone controls

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Existence theories for optimal control problems involving ordinary differential equations (49J15) Variational inequalities (49J40) Economic growth models (91B62) Discrete-time control/observation systems (93C55) Application models in control theory (93C95)

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• Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman

Cited in

(1)

• Optimization of an Economic System Using Nonlinear Decomposition

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