A non-standard optimal control problem arising in an economics application
A recent optimal control problem in the area of economics has mathematical properties that do not fall into the standard optimal control problem formulation. In our problem the state value at the final time the state, y(T) = z, is free and unknown, and additionally the Lagrangian integrand in the fu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sociedade Brasileira de Pesquisa Operacional
2013-04-01
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| Series: | Pesquisa Operacional |
| Subjects: | |
| Online Access: | http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382013000100004 |