Constructing the Optimal Solutions to the Undiscounted Continuous-Time Infinite Horizon Optimization Problems

(2) Department of Mathematics; Dapeng CAI (1); Faculty of Education; Japan; Japan); Mie University; Nagoya; Nagoya University; Takashi Gyoshin NITTA (2) ((1) Institute for Advanced Research; Tsu

arxiv: 0803.4046 · v1 · pith:F5EVRZ3Lnew · submitted 2008-03-28 · 💱 q-fin.GN · math.OC

Constructing the Optimal Solutions to the Undiscounted Continuous-Time Infinite Horizon Optimization Problems

Dapeng CAI (1) , Takashi Gyoshin NITTA (2) ((1) Institute for Advanced Research , Nagoya University , Nagoya , Japan , (2) Department of Mathematics , Faculty of Education , Mie University

show 2 more authors

Tsu Japan)

This is my paper

classification 💱 q-fin.GN math.OC

keywords horizonproblemsinfiniteoptimalsolutionscontinuous-timeoptimizationunder

0 comments

read the original abstract

We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to the finite horizon problems is optimal for the infinite horizon problems under the overtaking criterion.

This paper has not been read by Pith yet.

Constructing the Optimal Solutions to the Undiscounted Continuous-Time Infinite Horizon Optimization Problems

discussion (0)