关于横截性条件的一些澄清

Some Clarifications on the Transversality Condition

Econometrica · 1990
被引 124
人大 A+FT50ABS 4*

中文导读

研究一般凹离散时间无限期最优控制问题,建立弱最优和强最优的充要条件,横截性条件表现为最优状态变量极限值的耗尽性质,覆盖并扩展了已知特例结果。

Abstract

In this paper, the authors study a general concave discrete-time, infinite-horizon, optimal-control problem. They establish necessary and sufficient conditions for optimality in the weak sense of W. A. Brock and for optimality in the strong sense of D. Gale. The corresponding transversality conditions are general exhaustion properties of the limit value of the optimal state variables; these properties cover and extend the well-known results obtained in special cases. Copyright 1990 by The Econometric Society.

横截性条件最优控制无限期界必要条件与充分条件