Sufficient conditions for infinite-horizon calculus of variations problems
ESAIM: Control, Optimisation and Calculus of Variations (2010)
- Volume: 5, page 279-292
- ISSN: 1292-8119
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topBlot, Joël, and Hayek, Naïla. "Sufficient conditions for infinite-horizon calculus of variations problems." ESAIM: Control, Optimisation and Calculus of Variations 5 (2010): 279-292. <http://eudml.org/doc/197279>.
@article{Blot2010,
abstract = {
After a brief survey of the literature about sufficient conditions, we give
different sufficient conditions of optimality for infinite-horizon calculus
of variations problems in the general (non concave) case. Some sufficient
conditions are obtained by extending to the infinite-horizon setting the
techniques of extremal fields. Others are obtained in a special
qcase of reduction to finite horizon. The last result uses auxiliary
functions. We treat five notions of optimality. Our problems are essentially
motivated by macroeconomic optimal growth models.
},
author = {Blot, Joël, Hayek, Naïla},
journal = {ESAIM: Control, Optimisation and Calculus of Variations},
keywords = {Calculus of variations; infinite-horizon problems;
optimal growth theory.; optimal growth theory; infinite horizon problems; sufficient conditions of optimality; techniques of extremal fields},
language = {eng},
month = {3},
pages = {279-292},
publisher = {EDP Sciences},
title = {Sufficient conditions for infinite-horizon calculus of variations problems},
url = {http://eudml.org/doc/197279},
volume = {5},
year = {2010},
}
TY - JOUR
AU - Blot, Joël
AU - Hayek, Naïla
TI - Sufficient conditions for infinite-horizon calculus of variations problems
JO - ESAIM: Control, Optimisation and Calculus of Variations
DA - 2010/3//
PB - EDP Sciences
VL - 5
SP - 279
EP - 292
AB -
After a brief survey of the literature about sufficient conditions, we give
different sufficient conditions of optimality for infinite-horizon calculus
of variations problems in the general (non concave) case. Some sufficient
conditions are obtained by extending to the infinite-horizon setting the
techniques of extremal fields. Others are obtained in a special
qcase of reduction to finite horizon. The last result uses auxiliary
functions. We treat five notions of optimality. Our problems are essentially
motivated by macroeconomic optimal growth models.
LA - eng
KW - Calculus of variations; infinite-horizon problems;
optimal growth theory.; optimal growth theory; infinite horizon problems; sufficient conditions of optimality; techniques of extremal fields
UR - http://eudml.org/doc/197279
ER -
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