Ramsey型问题的必要最优性条件

Q3 Mathematics

Ural Mathematical Journal Pub Date : 2019-07-25 DOI:10.4213/proc22960

A. Belyakov

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引用次数: 2

摘要

我们研究了一个无限时间的最优控制问题，其中被积函数不明确地依赖于状态变量。这类问题的一个特例是中央集权经济中的拉姆齐最优资本积累问题。为了完成庞特里亚金最大原理的最优性条件，文献中使用了不同类型的所谓横截性条件。这里，考虑了一个附加的最大条件，而不是横向条件。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On Necessary Optimality Conditions for Ramsey-Type Problems

We study an optimal control problem in infinite time, where the integrand does not depend explicitly on the state variable. A special case of such problem is the Ramsey optimal capital accumulation in centralized economy. To complete the optimality conditions of Pontryagin's maximum principle, so called transversality conditions of different types are used in the literature. Here, instead of a transversality condition, an additional maximum condition is considered.

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来源期刊

Ural Mathematical Journal Mathematics-Mathematics (all)

CiteScore

1.30

自引率

0.00%

发文量

审稿时长

16 weeks