A class of linear quadratic dynamic optimization problems with state dependent constraints
Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suit...
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Gespeichert in:
| Autor*in: |
Singh, Rajani [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2019 |
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| Schlagwörter: |
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| Anmerkung: |
© The Author(s) 2019 |
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| Übergeordnetes Werk: |
Enthalten in: Mathematical methods of operations research - Springer Berlin Heidelberg, 1996, 91(2019), 2 vom: 06. Nov., Seite 325-355 |
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| Übergeordnetes Werk: |
volume:91 ; year:2019 ; number:2 ; day:06 ; month:11 ; pages:325-355 |
| Links: |
|---|
| DOI / URN: |
10.1007/s00186-019-00688-4 |
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OLC2057887405 |
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| 520 | |a Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. | ||
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| 650 | 4 | |a Linear quadratic optimal control problem | |
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10.1007/s00186-019-00688-4 doi (DE-627)OLC2057887405 (DE-He213)s00186-019-00688-4-p DE-627 ger DE-627 rakwb eng 650 330 VZ 3,2 ssgn 85.00 bkl Singh, Rajani verfasserin aut A class of linear quadratic dynamic optimization problems with state dependent constraints 2019 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2019 Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. Bellman equation Constraints State dependent constraints State constraints Linear quadratic optimal control problem Renewable resources Carrying capacity Wiszniewska-Matyszkiel, Agnieszka (orcid)0000-0001-5561-2715 aut Enthalten in Mathematical methods of operations research Springer Berlin Heidelberg, 1996 91(2019), 2 vom: 06. Nov., Seite 325-355 (DE-627)195962478 (DE-600)1310695-8 (DE-576)051452545 1432-2994 nnns volume:91 year:2019 number:2 day:06 month:11 pages:325-355 https://doi.org/10.1007/s00186-019-00688-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_30 GBV_ILN_70 GBV_ILN_78 GBV_ILN_267 GBV_ILN_2018 GBV_ILN_4319 85.00 VZ AR 91 2019 2 06 11 325-355 |
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10.1007/s00186-019-00688-4 doi (DE-627)OLC2057887405 (DE-He213)s00186-019-00688-4-p DE-627 ger DE-627 rakwb eng 650 330 VZ 3,2 ssgn 85.00 bkl Singh, Rajani verfasserin aut A class of linear quadratic dynamic optimization problems with state dependent constraints 2019 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2019 Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. Bellman equation Constraints State dependent constraints State constraints Linear quadratic optimal control problem Renewable resources Carrying capacity Wiszniewska-Matyszkiel, Agnieszka (orcid)0000-0001-5561-2715 aut Enthalten in Mathematical methods of operations research Springer Berlin Heidelberg, 1996 91(2019), 2 vom: 06. Nov., Seite 325-355 (DE-627)195962478 (DE-600)1310695-8 (DE-576)051452545 1432-2994 nnns volume:91 year:2019 number:2 day:06 month:11 pages:325-355 https://doi.org/10.1007/s00186-019-00688-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_30 GBV_ILN_70 GBV_ILN_78 GBV_ILN_267 GBV_ILN_2018 GBV_ILN_4319 85.00 VZ AR 91 2019 2 06 11 325-355 |
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10.1007/s00186-019-00688-4 doi (DE-627)OLC2057887405 (DE-He213)s00186-019-00688-4-p DE-627 ger DE-627 rakwb eng 650 330 VZ 3,2 ssgn 85.00 bkl Singh, Rajani verfasserin aut A class of linear quadratic dynamic optimization problems with state dependent constraints 2019 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2019 Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. Bellman equation Constraints State dependent constraints State constraints Linear quadratic optimal control problem Renewable resources Carrying capacity Wiszniewska-Matyszkiel, Agnieszka (orcid)0000-0001-5561-2715 aut Enthalten in Mathematical methods of operations research Springer Berlin Heidelberg, 1996 91(2019), 2 vom: 06. Nov., Seite 325-355 (DE-627)195962478 (DE-600)1310695-8 (DE-576)051452545 1432-2994 nnns volume:91 year:2019 number:2 day:06 month:11 pages:325-355 https://doi.org/10.1007/s00186-019-00688-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_30 GBV_ILN_70 GBV_ILN_78 GBV_ILN_267 GBV_ILN_2018 GBV_ILN_4319 85.00 VZ AR 91 2019 2 06 11 325-355 |
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10.1007/s00186-019-00688-4 doi (DE-627)OLC2057887405 (DE-He213)s00186-019-00688-4-p DE-627 ger DE-627 rakwb eng 650 330 VZ 3,2 ssgn 85.00 bkl Singh, Rajani verfasserin aut A class of linear quadratic dynamic optimization problems with state dependent constraints 2019 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © The Author(s) 2019 Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. Bellman equation Constraints State dependent constraints State constraints Linear quadratic optimal control problem Renewable resources Carrying capacity Wiszniewska-Matyszkiel, Agnieszka (orcid)0000-0001-5561-2715 aut Enthalten in Mathematical methods of operations research Springer Berlin Heidelberg, 1996 91(2019), 2 vom: 06. Nov., Seite 325-355 (DE-627)195962478 (DE-600)1310695-8 (DE-576)051452545 1432-2994 nnns volume:91 year:2019 number:2 day:06 month:11 pages:325-355 https://doi.org/10.1007/s00186-019-00688-4 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW GBV_ILN_20 GBV_ILN_22 GBV_ILN_24 GBV_ILN_26 GBV_ILN_30 GBV_ILN_70 GBV_ILN_78 GBV_ILN_267 GBV_ILN_2018 GBV_ILN_4319 85.00 VZ AR 91 2019 2 06 11 325-355 |
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Singh, Rajani |
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a class of linear quadratic dynamic optimization problems with state dependent constraints |
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A class of linear quadratic dynamic optimization problems with state dependent constraints |
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Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. © The Author(s) 2019 |
| abstractGer |
Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. © The Author(s) 2019 |
| abstract_unstemmed |
Abstract In this paper, we analyse a wide class of discrete time one-dimensional dynamic optimization problems—with strictly concave current payoffs and linear state dependent constraints on the control parameter as well as non-negativity constraint on the state variable and control. This model suits well economic problems like extraction of a renewable resource (e.g. a fishery or forest harvesting). The class of sub-problems considered encompasses a linear quadratic optimal control problem as well as models with maximal carrying capacity of the environment (saturation). This problem is also interesting from theoretical point of view—although it seems simple in its linear quadratic form, calculation of the optimal control is nontrivial because of constraints and the solutions has a complicated form. We consider both the infinite time horizon problem and its finite horizon truncations. © The Author(s) 2019 |
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A class of linear quadratic dynamic optimization problems with state dependent constraints |
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