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  • Search: subject:"Infinite Horizon Optimal Control"
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Year of publication
Subject
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Control theory 1 Cooperative Differential Games 1 Dynamic emissions regulation 1 Infinite Horizon Optimal Control 1 Infinite-horizon optimal control 1 Information acquisition 1 Information provision 1 Informationsversorgung 1 Kontrolltheorie 1 LQ theory 1 Linear-quadratic systems 1 Markov chain 1 Markov decision problems 1 Markov-Kette 1 Pareto Efficiency 1 infinite horizon optimal control 1 maple code 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Engwerda, Jacob 1 Nguyen, Viet Anh 1 Reddy, P.V. 1 Sieveking, Malte 1 Weber, Thomas A. 1
Institution
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Society for Computational Economics - SCE 1 Tilburg University, Center for Economic Research 1
Published in...
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Computing in Economics and Finance 2002 1 Discussion Paper / Tilburg University, Center for Economic Research 1 European journal of operational research : EJOR 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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A linear-quadratic Gaussian approach to dynamic information acquisition
Weber, Thomas A.; Nguyen, Viet Anh - In: European journal of operational research : EJOR 270 (2018) 1, pp. 260-281
Persistent link: https://www.econbiz.de/10011869004
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Necessary and Sufficient Conditions for Pareto Optimality in Infinite Horizon Cooperative Differential Games
Engwerda, Jacob; Reddy, P.V. - Tilburg University, Center for Economic Research - 2011
In this article we derive necessary and sufficient conditions for the existence of Pareto optimal solutions for infinite horizon cooperative differential games. We consider games defined by non autonomous and discounted autonomous systems. The obtained results are used to analyze the regular...
Persistent link: https://www.econbiz.de/10011092020
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Cover Image
Ferebees Algorithm
Sieveking, Malte - Society for Computational Economics - SCE - 2002
Persistent link: https://www.econbiz.de/10005706659
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