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Optimal Investment Policy: An Example of a Control Problem in Economic Theory

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dc.contributor.author Dobell, Rod
dc.contributor.author Ho, Y. C.
dc.date.accessioned 2010-11-30T22:50:12Z
dc.date.available 2010-11-30T22:50:12Z
dc.date.copyright 1967 en
dc.date.issued 1967-02
dc.identifier.citation Dobell, A. R., and Y. C. Ho. "Optimal Investment Policy: An Example of a Control Problem in Economic Theory." IEEE Transactions on Automatic Control 12.1 (1967): 4-14. en
dc.identifier.issn 0018-9286
dc.identifier.uri http://hdl.handle.net/1828/3144
dc.description (c) 1967 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works. en
dc.description.abstract A problem in mathematical economics concerning the optimal investment of resources is solved via the techniques of optimal control theory. Interesting theoretical complications include the simultaneous presence of interdependent control variable inequality constraints, state variable inequality constraints, and singularity conditions. Economic implications of the results are briefly discussed. en
dc.language.iso en en
dc.publisher Institute of Electrical and Electronics Engineers, Inc. en
dc.subject optimal control theory en
dc.subject complex systems en
dc.subject optimization en
dc.subject dual stability en
dc.subject asset pricing en
dc.subject Boolean matrices en
dc.title Optimal Investment Policy: An Example of a Control Problem in Economic Theory en
dc.type Article en


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