کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1709510 | 1012855 | 2011 | 7 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
سایر رشته های مهندسی
مکانیک محاسباتی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon On the terminal condition for the Bellman equation for dynamic optimization with an infinite horizon](/preview/png/1709510.png)
چکیده انگلیسی
In this work a sufficient condition for deterministic dynamic optimization with discrete time and infinite horizon is formulated. It encompasses also situations where the instantaneous payoff/utility function can attain infinite values.The usual terminal condition for sufficiency of the Bellman equation requiring that the limit superior of the value function along each admissible trajectory is equal to 0 is replaced by a weaker one in which the limit superior of the value function can attain nonpositive values.This kind of terminal condition is applicable also to deterministic dynamic optimization problems with real-valued instantaneous payoff function in which the usual terminal condition does not hold.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics Letters - Volume 24, Issue 6, June 2011, Pages 943–949
Journal: Applied Mathematics Letters - Volume 24, Issue 6, June 2011, Pages 943–949
نویسندگان
Agnieszka Wiszniewska-Matyszkiel,