Optimal investment policy: An example of a control problem in economic theory
Optimal investment policy: An example of a control problem in economic theory
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最优投资政策：经济理论中控制问题的一个例子
DOI：
10.1109/tac.1967.1098478
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发表时间：
1967
影响因子：
6.8
通讯作者：
Y. Ho
中科院分区：
文献类型：
--
作者：
A. Dobell;Y. Ho
用最优控制理论解决了数理经济学中关于资源最优投资的一个问题。有趣的理论复杂性包括相互依赖的控制变量不等约束、状态变量不等约束和奇异性条件的同时存在。简要讨论了这些结果的经济影响。
A problem in mathematical economics concerning the optimal investment of resources is solved via the techniques of optimal control theory. Interesting theoretical complications include the simultaneous presence of interdependent control variable inequality constraints, state variable inequality constraints, and singularity conditions. Economic implications of the results are briefly discussed.