Existence and Asymptotic Behavior of an Optimal Barrier for an Optimal Consumption Problem in a Brownian Model with Absorption and Finite Time Horizon

Author： Grandits Peter  

Publisher： Springer Publishing Company

ISSN： 0095-4616

Source： Applied Mathematics and Optimization, Vol.69, Iss.2, 2014-04, pp. : 233-271

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

On the Existence of an Optimal Control in a Nonlinear Minimum Time Problem

By Topunov M. V.  

Differential Equations, Vol. 40, Iss. 2, 2004-02 ,pp. : 184-189

MAIK Nauka/Interperiodica

Access to resources Recommend Favorite

Optimal Control of Second Order Systems with Infinite Time Horizon: Existence of Solutions

By Idczak D.   Walczak S.  

Journal of Optimization Theory and Applications, Vol. 147, Iss. 2, 2010-11 ,pp. : 205-222

Springer Publishing Company

Access to resources Recommend Favorite

On the Existence of Optimal Solutions to an Optimal Control Problem

By Majewski M.  

Journal of Optimization Theory and Applications, Vol. 128, Iss. 3, 2006-03 ,pp. : 635-651

Springer Publishing Company

Access to resources Recommend Favorite

Asymptotic Behavior of the Value Functions of Discrete-Time Discounted Optimal Control

By Wirth F.  

Journal of Optimization Theory and Applications, Vol. 110, Iss. 1, 2001-07 ,pp. : 183-210

Springer Publishing Company

Access to resources Recommend Favorite

Finite‐Horizon ε‐Optimal Tracking Control

By  

ASIAN JOURNAL OF CONTROL, Vol. 17, Iss. 1, 2015-01 ,pp. : 176-189

John Wiley & Sons Inc

Access to resources Recommend Favorite