交付滞后环境下投资政策研究中的两阶段最优控制问题

K. Tomiyama
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引用次数: 0

摘要

最近对资本货物受交付滞后影响的公司的最优投资决策的研究表明,需要解决目标函数中具有时滞参数的控制问题。在一组简单的假设条件下,将这类问题简化为两阶段最优控制问题,得到了问题存在的必要条件。研究了一种特殊情况,导出了阶段切换不存在的充分条件。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Two-Stage Optimal Control Problem Appearing in the Investment Policy Study for Delivery Lag Environment
Recent studies of optimal investment decisions for firms whose capital goods are subject to a delivery lag have shown the need for a solution for a control problem with a time-delay argument in the objective function. Necessary conditions for such problems are obtained by reducing them to a two-stage optimal control problem under a set of simple assumptions. A special case is also studied where a sufficient condition for non-existence of the switching of stages is derived.
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