Numerical Solution of Infinite-Horizon Optimal-Control Problems
Numerical Solution of Infinite-Horizon Optimal-Control Problems
复制标题
无限视野最优控制问题的数值求解
DOI：
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复制
发表时间：
2000
期刊：
影响因子：
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通讯作者：
Oskar von dem Hagen
中科院分区：
文献类型：
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作者：
P. Kunkel;Oskar von dem Hagen
本文提出了一种求解具有无限时域和多个状态变量的连续时间经济控制模型中两点边值问题的算法，该算法可以确定收敛到孤立平衡点的最优轨迹。因此，它为一大类尚未有求解器的问题提供了数值解。
The paper presents an algorithm that solvestwo-point boundary-value problems that arise in economic control models incontinuous time with an infinite time horizon and several state variables.The algorithm can determine optimal trajectories that converge to anisolated equilibrium point. It therefore provides a numerical solution toa large class of problems for which no solvers were yet available.