theory. After a short presentation of concrete applications, we highlight the peculiarities of optimal control problems of … time horizon optimal control problems. Adapted dynamic programming methods are used to dig deeper into the identified ill …

In this paper, we consider optimal control problems involving a multidimensional objective function integral. We … generalisation. As an application taken from the domain of finance, we then introduce conditioned portfolio optimisation. The optimal … control transcription of the two-dimensional mean-variance problem is given and solved using the scheme under consideration …

the sum of private and social benefits. We develop a framework based on optimal control theory that integrates a spatial …

growth literature. We employ a direct method to solve the underlying optimal control problem, something novel in the economic …

problem is found explicitly, and the (unique) optimal control is identified in feedback form. De- spite constant returns to …

construction of ecological networks in forest environments as the optimal control dynamic graph-theoretic problem. The ecological …, the optimal control imposes specific conditions on the shadow values. Our simulations show that taking into account the …

the sum of private and social benefits. We develop a framework based on optimal control theory that integrates a spatial …