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  • Search: subject:"State constraint"
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Year of publication
Subject
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state constraint 3 Control theory 2 Kontrolltheorie 2 Mathematical programming 2 Mathematische Optimierung 2 State constraint 2 necessary optimality conditions 2 optimal control 2 Advertising 1 Advertising effects 1 Arzneimittel 1 Diffusion and growth 1 Discontinuous viscosity solutions 1 Economic growth 1 Ekeland's variational principle 1 Growth theory 1 Impfung 1 Impulse control 1 Liquidity risk 1 Optimal Control 1 Optimal control 1 Pharmaceuticals 1 Pontryagin's maximum principle 1 Portfolio choice 1 Portfolio selection 1 Pure state constraint 1 Theorie 1 Theory 1 Vaccination 1 Wachstumstheorie 1 Werbewirkung 1 Werbung 1 Wirtschaftswachstum 1 algorithm 1 algorithme 1 comparison result 1 contrainte espace état 1 controllability 1 contrôlabilité 1 convergence 1
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Online availability
All
Free 3 Undetermined 2 CC license 1
Type of publication
All
Article 5 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 4 Undetermined 3
Author
All
Korytowski, Adam 2 Szymkat, Maciej 2 Benth, Fred Espen 1 Boucekkine, Raouf 1 Camacho, Carmen 1 Cardaliaguet, Pierre 1 Grosset, Luca 1 Karlsen, Kenneth Hvistendahl 1 Mnif, Mohamed 1 Pham, Huyên 1 Quincampoix, Marc 1 Reikvam, Kristin 1 Ruan, Weihua 1 Saint-Pierre, Patrick 1 Vath, Vathana Ly 1 Viscolani, Bruno 1
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Institution
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Université Paris-Dauphine (Paris IX) 1
Published in...
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Finance and Stochastics 2 Games 2 Central European journal of operations research 1 Economics Papers from University Paris Dauphine 1 Working paper 1
Source
All
ECONIS (ZBW) 3 RePEc 3 EconStor 1
Showing 1 - 7 of 7
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Optimal control of an infinite-dimensional problem with a state constraint arising in the spatial economic growth theory
Boucekkine, Raouf; Camacho, Carmen; Ruan, Weihua - 2024
Persistent link: https://www.econbiz.de/10014575633
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Necessary optimality conditions for a class of control problems with state constraint
Korytowski, Adam; Szymkat, Maciej - In: Games 12 (2021) 1, pp. 1-21
An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on …
Persistent link: https://www.econbiz.de/10013200072
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Necessary optimality conditions for a class of control problems with state constraint
Korytowski, Adam; Szymkat, Maciej - In: Games 12 (2021) 1/9, pp. 1-21
An elementary approach to a class of optimal control problems with pathwise state constraint is proposed. Based on …
Persistent link: https://www.econbiz.de/10012432547
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A dynamic advertising model in a vaccination campaign
Grosset, Luca; Viscolani, Bruno - In: Central European journal of operations research 29 (2021) 2, pp. 737-751
Persistent link: https://www.econbiz.de/10012543015
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A model of optimal portfolio selection under liquidity risk and price impact
Vath, Vathana Ly; Mnif, Mohamed; Pham, Huyên - In: Finance and Stochastics 11 (2007) 1, pp. 51-90
Persistent link: https://www.econbiz.de/10005613453
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Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach
Reikvam, Kristin; Benth, Fred Espen; Karlsen, Kenneth … - In: Finance and Stochastics 5 (2001) 3, pp. 275-303
prove a new comparison (uniqueness) result for the state constraint problem for a class of integro-differential variational …
Persistent link: https://www.econbiz.de/10005390663
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Contribution à l'étude des jeux différentiels quantitatifs et qualitatifs avec contrainte sur l'état
Saint-Pierre, Patrick; Quincampoix, Marc; Cardaliaguet, … - Université Paris-Dauphine (Paris IX) - 1995
This paper is devoted to a new approach of differential games with state constraints. We explain a new method, general enough to study discontinuous problems but efficient enough to provide numerical schemes. We present this method in a game of kind: the target problem and in a game of degree:...
Persistent link: https://www.econbiz.de/10011166486
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