Optimal investment policy: An application of Stokes' theorem

DOI10.1007/BF00935705zbMath0299.90005OpenAlexW3125957259MaRDI QIDQ1215326

Suresh P. Sethi

Publication date: 1976

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00935705

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (3)

An approach to a singular optimal control problem for non-linear systems using differential form theory ⋮ On the dynamics of knowledge-based economic growth ⋮ Nearest feasible paths in optimization control problems: Theory, examples, and counterexamples

Cites Work

• The equivalence and approximation of optimal control problems
• On the Optimality of a Totally Singular Vector Control: An Extension of the Green’s Theorem Approach to Higher Dimensions

This page was built for publication: Optimal investment policy: An application of Stokes' theorem