Maximum principle for control problems with uncertain horizon and variable discount rate
type: Item
instance of: scholarly article
title: Maximum principle for control problems with uncertain horizon and variable discount rate
zbMATH Open document ID: 0795.49020
DOI: 10.1007/BF00941305
author: Gerhard Sorger
published in: Journal of Optimization Theory and Applications
publication date: 1994-09-14T00:00:00Z
Mathematics Subject Classification ID: 49K45
zbMATH DE Number: 557626
zbMATH Keywords: optimal control
zbMATH Keywords: controlled piecewise deterministic processes
zbMATH Keywords: maximum principle
MaRDI profile type: Publication
cites work: Necessary Conditions for Optimal Control Problems with Infinite Horizons
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cites work: Stationary Ordinal Utility and Impatience
cites work: Recursive utility and optimal capital accumulation. I: Existence
cites work: Criteria of optimality in the infinite-time optimal control problem
full work available at URL: https://doi.org/10.1007/bf00941305
OpenAlex ID: W2037652238
description: scientific article; zbMATH DE number 557626