Search Results - subject:"maximum principle"

Optimal control and positional controllability in a one-sector economy

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

Time-consistent investment and consumption strategies under a general discount function

Alia, Ishak; Chighoub, Farid; Khelfallah, Nabil; Vives, … - In: Journal of Risk and Financial Management 14 (2021) 2, pp. 1-27

In the present paper, we investigate the Merton portfolio management problem in the context of non-exponential discounting, a context that gives rise to time-inconsistency of the decision-maker. We consider equilibrium policies within the class of open-loop controls that are characterized, in...

Persistent link: https://www.econbiz.de/10012611643

Optimal control and positional controllability in a one-sector economy

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

Time-consistent investment and consumption strategies under a general discount function

Alia, Ishak; Chighoub, Farid; Khelfallah, Nabil; Vives, … - In: Journal of risk and financial management : JRFM 14 (2021) 2/86, pp. 1-27

Persistent link: https://www.econbiz.de/10012484346

Trajectory optimization for autonomous modular vehicle or platooned autonomous vehicle split operations

Li, Qianwen; Li, Xiaopeng - In: Transportation research / E : an international journal 176 (2023), pp. 1-34

Persistent link: https://www.econbiz.de/10014382011

Optimization under rational expectations : a framework of fully coupled forward-backward stochastic linear quadratic systems

Hu, Mingshang; Ji, Shaolin; Xue, Xiaole - In: Mathematics of operations research 48 (2023) 3, pp. 1767-1790

Persistent link: https://www.econbiz.de/10014329362

The Pontryagin maximum principle for solving Fokker–Planck optimal control problems

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

Numerical solution of open-loop Nash differential games based on the legendre Tau method

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

Optimal CAR T-cell immunotherapy strategies for a leukemia treatment model

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

Numerical solution of open-loop Nash differential games based on the legendre Tau method

Dehghan Banadaki, Mojtaba; Navidi, Hamidreza - In: Games 11 (2020) 3/28, 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/10012432107