Properties of Hamiltonian Systems in the Pontryagin Maximum Principle for Economic Growth Problems

被引：18

作者：

Krasovskii, A. A. ^{[1
]}

Tarasyev, A. M. ^{[1
]}

机构：

[1] Russian Acad Sci, Ural Branch, Inst Math & Mech, Ekaterinburg 620219, Russia

来源：

PROCEEDINGS OF THE STEKLOV INSTITUTE OF MATHEMATICS | 2008年 / 262卷 / 01期

基金：

俄罗斯基础研究基金会;

关键词：

Hamiltonian System; Optimal Control Problem; STEKLOV Institute; Optimal Trajectory; Pontryagin Maximum Principle;

D O I：

10.1134/S0081543808030103

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider an optimal control problem with a functional defined by an improper integral. We study the concavity properties of the maximized Hamiltonian and analyze the Hamiltonian systems in the Pontryagin maximum principle. On the basis of this analysis, we propose an algorithm for constructing an optimal trajectory by gluing the dynamics of the Hamiltonian systems. The algorithm is illustrated by calculating an optimal economic growth trajectory for macroeconomic data.

引用

页码：121 / 138

页数：18

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