Divergence of neighbouring optimal state trajectories of a dynamic system

DOI10.1016/0377-2217(86)90116-5zbMath0677.90014OpenAlexW1967381757MaRDI QIDQ1123799

Frederick P. Wheeler

Publication date: 1986

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(86)90116-5

zbMATH Keywords

random disturbancedynamic systemdivergence of optimal trajectories

Mathematics Subject Classification ID

Economic growth models (91B62)

Cites Work

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• Stochastic control theory and operational research
• Shadow Prices and Duality for a Class of Optimal Control Problems
• A Maximum Principle of the Pontryagin Type for Systems Described by Nonlinear Difference Equations
• Small Noise Open Loop Control

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