Optimal investments with convex–concave revenue: a focus‐node distinction

From MaRDI portal

Publication:5695592

Jump to:navigation, search

DOI10.1002/oca.742zbMath1073.91054OpenAlexW1991525318WikidataQ59389817 ScholiaQ59389817MaRDI QIDQ5695592

Richard F. Hartl, Peter M. Kort

Publication date: 13 October 2005

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.742

zbMATH Keywords

thresholds maximum principle focus indeterminacy Skiba capital accumulation models node optimal investment

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Economic growth models (91B62) Optimality conditions for free problems in two or more independent variables (49K10)

Related Items

Skiba points in free end-time problems ⋮ Delay in finite time capital accumulation ⋮ Monotonicity and continuity of the critical capital stock in the Dechert-Nishimura model ⋮ Lipschitz continuous dynamic programming with discount

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5695592&oldid=30416975"