Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution

Laura Aragone

RAIRO - Operations Research - Recherche Opérationnelle (1993)

  • Volume: 27, Issue: 1, page 23-43
  • ISSN: 0399-0559

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Aragone, Laura. "Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution." RAIRO - Operations Research - Recherche Opérationnelle 27.1 (1993): 23-43. <http://eudml.org/doc/105050>.

@article{Aragone1993,
author = {Aragone, Laura},
journal = {RAIRO - Operations Research - Recherche Opérationnelle},
keywords = {monotone controls; convergence rate; quadratic criteria; Hamilton-Jacobi- Bellman equation; non-renewable resources; elliptic quasi-variational inequality},
language = {eng},
number = {1},
pages = {23-43},
publisher = {EDP-Sciences},
title = {Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution},
url = {http://eudml.org/doc/105050},
volume = {27},
year = {1993},
}

TY - JOUR
AU - Aragone, Laura
TI - Problems of economic system optimization with quadratic criteria and monotone controls. Some algorithms for its numerical solution
JO - RAIRO - Operations Research - Recherche Opérationnelle
PY - 1993
PB - EDP-Sciences
VL - 27
IS - 1
SP - 23
EP - 43
LA - eng
KW - monotone controls; convergence rate; quadratic criteria; Hamilton-Jacobi- Bellman equation; non-renewable resources; elliptic quasi-variational inequality
UR - http://eudml.org/doc/105050
ER -

References

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  1. 1. L. S. ARAGONE, Problemas de optimización de sistemas económicos con criterios cuadráticos. Un algoritmo para su solución nunérica, Annales 17 J.A.J.I.O, Buenos-Aires, 1988, pp. 1076-1088. 
  2. 2. E. N. BARRON, R. JENSEN and A. G. MALLIARIS, Minimizing a quadratic payoff with monotone controls, Math. Oper. Res., 1987, 12, No. 2. Zbl0637.49012MR888978
  3. 3. P. G. CIARLET, Discrete maximum principle for finite-difference operators, Aequationes Math., 1970, 4, No. 3, pp. 338-352. Zbl0198.14601MR292317
  4. 4. R. L. V. GONZÁLEZ and E. ROFMAN, Stochastic controls problerns: an algorithm for the value fonction and optimal policy, Some applications, Proceedings of 13th I.F.I.P. Conference on System Modelling and Optimization, 1987, Tokio, Aug. 31-Sept. 4. 
  5. 5. R. L. V. GONZÁLEZ and E. ROFMAN, On deterministic control problem; an approximation procedure for the optimal cost, Parts I and E, SI AM. J. Controland Opt., 1985, 23, No. 2, pp. 242-266 and 267-285. Zbl0563.49024
  6. 6. R. L. V. GONZÁLEZ and M. M. TIDBALL, Fast solution of genera! nonlinear fixed point problems, Rapport de Recherche, No. 1339, I.N.R.I.A., 1990, France. Zbl0789.49008
  7. 7. H. KELLER, Numerical methods for two-point boundary-value problems, Blaisdell Publishing Company, 1968, Massachusetts. Zbl0172.19503MR230476
  8. 8. M. MEDINA and R. L. V. GONZÁLEZ, Fast solution of the obstacle problem, Rapport de Recherche, No. 1241, I.N.R.I.A., 1990, France. Zbl0796.49012
  9. 9. J. L. LIONS and G. STAMPACCHIA, Variational inequalities, Comm. Pure Applied Math., 1967, 20, 493-519. Zbl0152.34601MR216344
  10. 10. M. H. PROTTER, A first course in real analysis, Springer Verlag, 1977, New York. Zbl0352.26001MR463372

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