Necessity of Vanishing Shadow Price in Infinite Horizon Control Problems
Author:
Publisher
Springer Science and Business Media LLC
Subject
Control and Optimization,Numerical Analysis,Algebra and Number Theory,Control and Systems Engineering
Link
http://link.springer.com/content/pdf/10.1007/s10883-013-9192-5.pdf
Reference49 articles.
1. Aseev SM, Kryazhimskii AV. The Pontryagin Maximum Principle and transversality conditions for a class of optimal control problems with infinite time horizons. SIAM J Control Optim. 2004;43:1094–119.
2. Aseev SM, Kryazhimskii AV. The Pontryagin Maximum Principle for an optimal control problem with a functional specified by an improper integral. Dokl Math. 2004;69(1):89–91.
3. Aseev SM, Kryazhimskii AV. The Pontryagin Maximum Principle and problems of optimal economic growth. Proc Steklov Inst Math. 2007;257(1):1–255.
4. Aseev SM, Kryazhimskii AV. Shadow prices in infinite-horizon optimal control problems with dominating discounts. Appl Math Comput. 2008;204(2):519–31.
5. Aseev SM, Kryazhimskii AV, Besov KO. Infinite-horizon optimal control problems in economics. Russ Math Surv. 2012;67(2):195–253.
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