Minimizing a Quadratic Payoff with Monotone Controls

DOI10.1287/moor.12.2.297zbMath0637.49012OpenAlexW1998521518MaRDI QIDQ3776944

Emmanuel Nicholas Barron, Anastasios G. Malliaris, Robert R. Jensen

Publication date: 1987

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/moor.12.2.297

zbMATH Keywords

regularityswitching pointsquadratic payoffMonotone controlsvariational inequalities in Sobolev spaces

Mathematics Subject Classification ID

Variational inequalities (49J40) Economic growth models (91B62) Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49K30)

Related Items

Discrete time schemes for optimal control problems with monotone controls