Numerical solution of optimal control problems with constant control delays

DOI10.1007/s10614-007-9113-3zbMath1161.49032MaRDI QIDQ928145

Ralph Winkler, Sebastian Sager, Johannes P. Schlöder, Ulrich Brandt-Pollmann, Ulf Moslener

Publication date: 11 June 2008

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/10953

zbMATH Keywords

numerical optimization; delayed differential equations; delayed optimal control

Mathematics Subject Classification ID

49M37: Numerical methods based on nonlinear programming

93C15: Control/observation systems governed by ordinary differential equations

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Numerical solution of a conspicuous consumption model with constant control delay, A NOTE ON THE OPTIMAL CONTROL OF STOCKS ACCUMULATING WITH A DELAY

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