Adjoint variables and intertemporal prices in infinite-horizon optimal control problems
Informatics and Automation, Modern problems of mathematics, mechanics, and mathematical physics, Tome 290 (2015), pp. 239-253

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

The properties of adjoint variables involved in the relations of the Pontryagin maximum principle are investigated for a class of infinite-horizon optimal control problems that arise in the study of economic growth processes. New formulations of the maximum principle in terms of intertemporal prices and the conditional value of the capital are established. Several illustrative examples are considered.
@article{TRSPY_2015_290_a19,
     author = {S. M. Aseev},
     title = {Adjoint variables and intertemporal prices in infinite-horizon optimal control problems},
     journal = {Informatics and Automation},
     pages = {239--253},
     publisher = {mathdoc},
     volume = {290},
     year = {2015},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TRSPY_2015_290_a19/}
}
TY  - JOUR
AU  - S. M. Aseev
TI  - Adjoint variables and intertemporal prices in infinite-horizon optimal control problems
JO  - Informatics and Automation
PY  - 2015
SP  - 239
EP  - 253
VL  - 290
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TRSPY_2015_290_a19/
LA  - ru
ID  - TRSPY_2015_290_a19
ER  - 
%0 Journal Article
%A S. M. Aseev
%T Adjoint variables and intertemporal prices in infinite-horizon optimal control problems
%J Informatics and Automation
%D 2015
%P 239-253
%V 290
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TRSPY_2015_290_a19/
%G ru
%F TRSPY_2015_290_a19
S. M. Aseev. Adjoint variables and intertemporal prices in infinite-horizon optimal control problems. Informatics and Automation, Modern problems of mathematics, mechanics, and mathematical physics, Tome 290 (2015), pp. 239-253. http://geodesic.mathdoc.fr/item/TRSPY_2015_290_a19/