Dynamic optimization of investments in the economic growth models

DOI10.1134/S0005117907100050zbMath1146.93043OpenAlexW2006389236MaRDI QIDQ927568

Alexander Tarasyev, Andrey A. Krasovskii

Publication date: 9 June 2008

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117907100050

zbMATH Keywords

optimal investment controloptimal growth trajectoriesPontryagin principle of maximum

Mathematics Subject Classification ID

Economic growth models (91B62) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (7)

Minimax Generalized Solutions of Hamilton-Jacobi Equations in Dynamic Bimatrix Games ⋮ Unnamed Item ⋮ Analysis of Equilibrium Trajectories in Dynamic Bimatrix Games ⋮ Bernoulli substitution in the Ramsey model: optimal trajectories under control constraints ⋮ Structure of a Stabilizer for the Hamiltonian Systems ⋮ Estimate of a smooth approximation to the production function for integrating Hamiltonian systems ⋮ Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem

Cites Work

• An existence result for optimal economic growth problems
• Dynamic optimality principles and sensitivity analysis in models of economic growth.
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