Geodesic
Economic behavior and method of dynamical programming on infinite time interval
Matematičeskoe modelirovanie, Tome 15 (2003) no. 3, pp. 109-121.

Voir la notice de l'article provenant de la source Math-Net.Ru

An optimal control problem with infinite time horizon, widely arising in economic dynamical models, is considered. Some properties of the Bellman equation are investigated, and the method of monotonic operators for solving this equation is analyzed. 
@article{MM_2003_15_3_a8,
     author = {S. V. Chukanov},
     title = {Economic behavior and method of dynamical programming on infinite time interval},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {109--121},
     publisher = {mathdoc},
     volume = {15},
     number = {3},
     year = {2003},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2003_15_3_a8/}
}
TY  - JOUR
AU  - S. V. Chukanov
TI  - Economic behavior and method of dynamical programming on infinite time interval
JO  - Matematičeskoe modelirovanie
PY  - 2003
SP  - 109
EP  - 121
VL  - 15
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/MM_2003_15_3_a8/
LA  - ru
ID  - MM_2003_15_3_a8
ER  - 
%0 Journal Article
%A S. V. Chukanov
%T Economic behavior and method of dynamical programming on infinite time interval
%J Matematičeskoe modelirovanie
%D 2003
%P 109-121
%V 15
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/item/MM_2003_15_3_a8/
%G ru
%F MM_2003_15_3_a8
S. V. Chukanov. Economic behavior and method of dynamical programming on infinite time interval. Matematičeskoe modelirovanie, Tome 15 (2003) no. 3, pp. 109-121. http://geodesic.mathdoc.fr/item/MM_2003_15_3_a8/

[1] Petrov A. A., Pospelov I. G., Shananin A. A., Opyt matematicheskogo modelirovaniya ekonomiki, Energoizdat, M., 1996 | MR | Zbl

[2] Petrov A. A., Pospelov I. G., Shananin A. A., Ot Gosplana k neeffektivnomu rynku: Matematicheskii analiz evolyutsii rossiiskikh ekonomicheskikh struktur, Edwin Mellen Press, Lewiston–Queenston–Lampeter, NY, USA, 1999

[3] Ashmanov C. A., Vvedenie v matematicheskuyu ekonomiku, Nauka, M., 1984 | MR | Zbl

[4] Bellman R., Kalaba R., Dinamicheskoe programmirovanie i sovremennaya teoriya upravleniya, Nauka, M., 1969 | Zbl

[5] Vasilev F. P., Chislennye metody resheniya ekstremalnykh zadach, Nauka, M., 1980 | MR

[6] Moiseev N. N., Chislennye metody v teorii optimalnykh sistem, Nauka, M., 1971 | MR

[7] Pospelov I. G., “Variatsionnyi printsip v opisanii ekonomicheskogo povedeniya”, Matematicheskoe modelirovanie v slozhnykh ekonomicheskikh i ekologicheskikh sistemakh, eds. Samarskii A. A., Moiseev N. N., Petrov A. A., Nauka, M., 1986, 148–162 | MR

[8] Kolmogorov A. N., Fomin S. V., Elementy teorii funktsii i funktsionalnogo analiza, Nauka, M., 1976 | MR

[9] Chukanov S. V., “Homogeneous Problem of Dynamic Stochastic Programming for Investment Strategy of a Proprietor”, Tezisy dokladov 3-i Moskovskoi mezhdunarodnoi konferentsii po issledovaniyu operatsii (ORM2001), Vychislitelnyi tsentr RAN, M., 2001