Two turnpike results for a discrete-time optimal control systems

被引：20

作者：

Zaslavski, Alexander J. ^{[1
]}

机构：

[1] Technion Israel Inst Technol, Dept Math, IL-32000 Haifa, Israel

来源：

NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS | 2009年 / 71卷 / 12期

关键词：

Compact metric space; Good program; Turnpike property; HORIZON VARIATIONAL-PROBLEMS; OPTIMAL PROGRAMS; INFINITE; EXISTENCE;

D O I：

10.1016/j.na.2008.12.053

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We study the structure of solutions of a discrete-time control system with a compact metric space of states X which arises in economic dynamics. This control system is described by a bounded upper semicontinuous function v : X x X -> R-1 which determines an optimality criterion and by a nonempty closed set Omega subset of X x X which determines a class of admissible trajectories (programs). We are interested in turnpike properties of the approximate solutions which are independent of the length of the interval, for all sufficiently large intervals. (C) 2008 Elsevier Ltd. All rights reserved.

引用

页码：E902 / E909

页数：8

共 33 条

[1]

[Anonymous], 1971, Linear Optimal Control by Brian DO Anderson

[2] NEOCLASSICAL GROWTH AND THE EFFICIENT PROGRAM OF CAPITAL ACCUMULATION [J].

ATSUMI, H .

REVIEW OF ECONOMIC STUDIES, 1965, 32 :127-136

[3] THE DISCRETE FRENKEL-KONTOROVA MODEL AND ITS EXTENSIONS .1. EXACT RESULTS FOR THE GROUND-STATES [J].

AUBRY, S ;

LEDAERON, PY .

PHYSICA D-NONLINEAR PHENOMENA, 1983, 8 (03) :381-422

[4] On the value function for nonautonomous optimal control problems with infinite horizon [J].

Baumeister, J. ;

Leitao, A. ;

Silva, G. N. .

SYSTEMS & CONTROL LETTERS, 2007, 56 (03) :188-196

[5] Optimality in infinite-horizon variational problems under sign conditions [J].

Blot, J ;

Cartigny, P .

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 106 (02) :411-419

[6] The value-function of an infinite-horizon linear-quadratic problem [J].

Blot, J ;

Michel, P .

APPLIED MATHEMATICS LETTERS, 2003, 16 (01) :71-78

[7]

Carlson D. A., 1991, Infinite Horizon Optimal Control-Deterministic and Stochastic Systems, V2nd

[8] THE EXISTENCE OF CATCHING-UP OPTIMAL-SOLUTIONS FOR A CLASS OF INFINITE HORIZON OPTIMAL-CONTROL PROBLEMS WITH TIME-DELAY [J].

CARLSON, DA .

SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1990, 28 (02) :402-422

[9] ON THE THERMODYNAMICS OF PERIODIC PHASES [J].

COLEMAN, BD ;

MARCUS, M ;

MIZEL, VJ .

ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 1992, 117 (04) :321-347

[10] OPTIMAL DEVELOPMENT IN A MULTI-SECTOR ECONOMY [J].

GALE, D .

REVIEW OF ECONOMIC STUDIES, 1967, 34 (01) :1-18

← 1 2 3 4 →