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A maximum principle for control problems with monotonicity constraints

Hellwig, Martin - 2008

The paper develops a version of Pontryagin's maximum principle for optimal control problems with monotonicity constraints on control variables. Whereas the literature handles such constraints by imposing an assumption of piecewise smoothness on the control variable and treating the slope of this...

Persistent link: https://www.econbiz.de/10010264833

Optimal dynamic pricing and replenishment cycle for non-instantaneous deterioration items with inventory-level-dependent demand

Zhang, Jianxiong; Wang, Yu; Lu, Lihao; Tang, Wansheng - In: International journal of production economics 170 (2015), pp. 136-145

Persistent link: https://www.econbiz.de/10011421814

A dynamic advertising model with reference price effect

Zhang, Qiao; Zhang, Jianxiong; Tang, Wansheng - In: RAIRO / Operations research 49 (2015) 4, pp. 669-688

Persistent link: https://www.econbiz.de/10011546692

Income, wealth, and the maximum principle

Weitzman, Martin L. - 2003

Persistent link: https://www.econbiz.de/10001721226

Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity

Villeneuve, Stéphane; Warin, Xavier - In: Mathematics and financial economics 8 (2014) 2, pp. 193-227

Persistent link: https://www.econbiz.de/10010342479

Blow up of the solutions to a linear elliptic system involving Schrödinger operators

Alziary, Bénédicte; Fleckinger, Jacqueline - 2017

Persistent link: https://www.econbiz.de/10012265747

The spatial AK model and the Pontryagin maximum principle

Ballestra, Luca Vincenzo - In: Journal of mathematical economics 67 (2016), pp. 87-94

Persistent link: https://www.econbiz.de/10011666061

Optimal dynamic marketing-mix policies for frequently purchased products and services versus consumer durable goods : a generalized analytic approach

Mesak, Hani I.; Bari, Abdullahel; Ellis, T. Selwyn - In: European journal of operational research : EJOR 280 (2020) 2, pp. 764-777

Persistent link: https://www.econbiz.de/10012132473