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

dc.contributor.authorDobell, Rod
dc.contributor.authorHo, Y. C.
dc.date.accessioned2010-11-30T22:50:12Z
dc.date.available2010-11-30T22:50:12Z
dc.date.copyright1967en
dc.date.issued1967-02
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.abstractA 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.identifier.citationDobell, 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.issn0018-9286
dc.identifier.urihttp://hdl.handle.net/1828/3144
dc.language.isoenen
dc.publisherInstitute of Electrical and Electronics Engineers, Inc.en
dc.subjectoptimal control theoryen
dc.subjectcomplex systemsen
dc.subjectoptimizationen
dc.subjectdual stabilityen
dc.subjectasset pricingen
dc.subjectBoolean matricesen
dc.titleOptimal Investment Policy: An Example of a Control Problem in Economic Theoryen
dc.typeArticleen

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