{"title":"交付滞后环境下投资政策研究中的两阶段最优控制问题","authors":"K. Tomiyama","doi":"10.1109/ACC.1985.4171828","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":236856,"journal":{"name":"1985 American Control Conference","volume":"13 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1985-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Two-Stage Optimal Control Problem Appearing in the Investment Policy Study for Delivery Lag Environment\",\"authors\":\"K. Tomiyama\",\"doi\":\"10.1109/ACC.1985.4171828\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":236856,\"journal\":{\"name\":\"1985 American Control Conference\",\"volume\":\"13 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1985-06-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"1985 American Control Conference\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ACC.1985.4171828\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"1985 American Control Conference","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ACC.1985.4171828","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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.