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Tr. Mat. Inst. Steklova, 2015, Volume 290, Pages 239–253 (Mi tm3655)  

This article is cited in 6 scientific papers (total in 6 papers)

Adjoint variables and intertemporal prices in infinite-horizon optimal control problems

S. M. Aseev

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow, Russia

Abstract: 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.

Funding Agency Grant Number
Russian Science Foundation 14-50-00005
This work is supported by the Russian Science Foundation under grant 14-50-00005.


DOI: https://doi.org/10.1134/S0371968515030206

Full text: PDF file (227 kB)
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English version:
Proceedings of the Steklov Institute of Mathematics, 2015, 290:1, 223–237

Bibliographic databases:

Document Type: Article
UDC: 517.977
Received: March 15, 2015

Citation: S. M. Aseev, “Adjoint variables and intertemporal prices in infinite-horizon optimal control problems”, Modern problems of mathematics, mechanics, and mathematical physics, Collected papers, Tr. Mat. Inst. Steklova, 290, MAIK Nauka/Interperiodica, Moscow, 2015, 239–253; Proc. Steklov Inst. Math., 290:1 (2015), 223–237

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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. S. M. Aseev, “On the boundedness of optimal controls in infinite-horizon problems”, Proc. Steklov Inst. Math., 291 (2015), 38–48  mathnet  crossref  crossref  isi  elib
    2. S. M. Aseev, “Existence of an optimal control in infinite-horizon problems with unbounded set of control constraints”, Proc. Steklov Inst. Math. (Suppl.), 297, suppl. 1 (2017), 1–10  mathnet  crossref  crossref  mathscinet  isi  elib
    3. K. O. Besov, “On Balder's Existence Theorem for Infinite-Horizon Optimal Control Problems”, Math. Notes, 103:2 (2018), 167–174  mathnet  crossref  crossref  isi  elib
    4. S. M. Aseev, “An existence result for infinite-horizon optimal control problem with unbounded set of control constraints”, IFAC PAPERSONLINE, 51:32 (2018), 281–285  crossref  isi
    5. S. Aseev, T. Manzoor, “Optimal exploitation of renewable resources: lessons in sustainability from an optimal growth model of natural resource consumption”, Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov, Lecture Notes in Economics and Mathematical Systems, 687, ed. G. Feichtinger, R. Kovacevic, G. Tragler, Springer-Verlag Berlin, 2018, 221–245  crossref  mathscinet  zmath  isi
    6. S. M. Aseev, K. O. Besov, S. Yu. Kaniovski, “Optimal Policies in the Dasgupta–Heal–Solow–Stiglitz Model under Nonconstant Returns to Scale”, Proc. Steklov Inst. Math., 304 (2019), 74–109  mathnet  crossref  crossref  elib
  • Труды Математического института им. В. А. Стеклова Proceedings of the Steklov Institute of Mathematics
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