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ЖУРНАЛЫ // Ural Mathematical Journal // Архив

Ural Math. J., 2019, том 5, выпуск 1, страницы 24–30 (Mi umj71)

Эта публикация цитируется в 1 статье

On necessary optimality conditions for Ramsey-type problems

Anton O. Belyakovabc

a Moscow School of Economics, Lomonosov Moscow State University, Leninskiye Gory, Moscow, 119992, Russia
b National Research Nuclear University “MEPhI”, 31 Kashirskoe shosse, Moscow, 115409, Russia
c Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, 16 S. Kovalevskaya Str., Ekaterinburg, 620990, Russia

Аннотация: We study an optimal control problem in infinite time, where the integrand does not depend explicitly on the state variable. A special case of such problem is the Ramsey optimal capital accumulation in centralized economy. To complete the optimality conditions of Pontryagin’s maximum principle, so called transversality conditions of different types are used in the literature. Here, instead of a transversality condition, an additional maximum condition is considered.

Ключевые слова: Pontryagin maximum principle, transversality condition, optimal control, Ramsey problem.

Язык публикации: английский

DOI: 10.15826/umj.2019.1.003



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