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A nonstandard optimal control problem arising in an economics application: for royalty payment with piecewise function

A current Optimal Control (OC) problem in the region of financial aspects has numerical properties that do not fall into the standard OC problem formulation. In this study, the state value at the final time is y T   z where it is free and a priori unknown. Furthermore, the Lagrangian integrand in...

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書誌詳細
第一著者:	Wan Ahmad, Wan Noor Afifah
フォーマット:	学位論文
言語:	English English English
出版事項:	2018
主題:	QA273-280 Probabilities. Mathematical statistics
オンライン･アクセス:	http://eprints.uthm.edu.my/331/1/24p%20WAN%20NOOR%20AFIFAH%20WAN%20AHMAD.pdf http://eprints.uthm.edu.my/331/2/WAN%20NOOR%20AFIFAH%20WAN%20AHMAD%20COPYRIGHT%20DECLARATION.pdf http://eprints.uthm.edu.my/331/3/WAN%20NOOR%20AFIFAH%20WAN%20AHMAD%20WATERMARK.pdf http://eprints.uthm.edu.my/331/
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