无限时域优化问题的存在性结果与有限时域近似

Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems

Econometrica · 1987
被引 33
人大 A+FT50ABS 4*

中文导读

研究无限时域优化问题,通过渐近增长条件证明最优解的存在性,并构造有限时域近似以给出最优值的上下界,其最优解收敛于长期最优轨迹。

Abstract

The paper deals with infinite horizon optimization problems. The existence of optimal solutions is obtained as a consequence of an asymptotic growth condition. We also exhibit finite horizon approximates that yield upper and lower bounds for the optimal values and whose optimal solutions converge to the long-term optimal trajectories.

无限时域优化最优解存在性有限时域逼近渐近增长条件