Search Results - subject:"Pontryagin's maximum principle"

Djehiche, Boualem; Helgesson, Peter - In: Asian journal of economics and banking : AJEB 8 (2024) 3, pp. 310-334

/methodology/approach: We use recent advancements of the Pontryagin maximum principle for forward-backward stochastic differential equations …

Persistent link: https://www.econbiz.de/10015163486

Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua - 2024

Persistent link: https://www.econbiz.de/10014575633

Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833

. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is …

Persistent link: https://www.econbiz.de/10015210343

Wachsmuth, Daniel - In: Computational Optimization and Applications 87 (2023) 3, pp. 811-833

. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is …

Persistent link: https://www.econbiz.de/10015371619

Nascimento Filho, Aylo Sousa; Alves, Frederick Fagundes - In: Revista brasileira de economia de empresas 22 (2022) 2, pp. 33-57

Persistent link: https://www.econbiz.de/10014448353

Grigorenko, Nikolai; Luk'yanova, Lilia - In: Games 12 (2021) 1, pp. 1-12

established using the Pontryagin maximum principle. The cases are highlighted when such control is a bang-bang, as well as the …

Persistent link: https://www.econbiz.de/10013200073

Grigorenko, Nikolai; Luk'yanova, Lilia - In: Games 12 (2021) 1/11, pp. 1-12

established using the Pontryagin maximum principle. The cases are highlighted when such control is a bang-bang, as well as the …

Persistent link: https://www.econbiz.de/10012432548

Breitenbach, Tim; Borzì, Alfio - In: Computational Optimization and Applications 76 (2020) 2, pp. 499-533

) equation are investigated in the framework of the Pontryagin maximum principle (PMP). The two FP control problems are related …

Persistent link: https://www.econbiz.de/10014504181

Dehghan Banadaki, Mojtaba; Navidi, Hamidreza - In: Games 11 (2020) 3, pp. 1-11

-point boundary value problem derived from Pontryagin's maximum principle is reduced to a system of algebraic equations that can be …

Persistent link: https://www.econbiz.de/10013200026

Khailov, Evgenii; Grigorieva, Ellina; Klimenkova, Anna - In: Games 11 (2020) 4, pp. 1-26

using the Pontryagin maximum principle. The five possible optimal control scenarios are predicted analytically using …

Persistent link: https://www.econbiz.de/10013200051

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