Linear models of dynamic optimization with linear constraints
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866915222158049280 |
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| author | Lahiri, Somdeb |
| author_facet | Lahiri, Somdeb |
| contents | We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition and transversality condition. We prove results about optimal trajectories of strictly alternating problems, eventually conclusive problems, strongly eventually conclusive problems and two-phase problems. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_00630 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Linear models of dynamic optimization with linear constraints Lahiri, Somdeb Optimization and Control Theoretical Economics 90C05, 90C39, 90C46 We introduce a model of infinite horizon linear dynamic optimization with linear constraints and obtain results concerning feasibility of trajectories and optimal solutions necessarily satisfying conditions that resemble the Euler condition and transversality condition. We prove results about optimal trajectories of strictly alternating problems, eventually conclusive problems, strongly eventually conclusive problems and two-phase problems. |
| title | Linear models of dynamic optimization with linear constraints |
| topic | Optimization and Control Theoretical Economics 90C05, 90C39, 90C46 |
| url | https://arxiv.org/abs/2504.00630 |