Numerical solution of optimal control problems with constant control delays

We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic propert...

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Détails bibliographiques

Auteurs principaux:	Brandt-Pollmann, Ulrich (Auteur) , Winkler, Ralph (Auteur) , Sager, Sebastian (Auteur) , Moslener, Ulf (Auteur) , Schlöder, Johannes P. (Auteur)
Format:	Book/Monograph Working Paper
Langue:	anglais
Publié:	Zurich CER-ETH - Center of Economic Research at ETH Zurich [2006]
Collection:	Working paper / CER-ETH - Center of Economic Research at ETH Zurich 06, 59 (October 2006)
In:	Working papers of the Center of Economic Research at ETH Zurich (06, 59 (October 2006))
DOI:	10.3929/ethz-a-005273176
Sujets:	Graue Literatur
Accès en ligne:	Resolving-System, kostenfrei, Volltext: http://hdl.handle.net/10419/171502 Resolving-System, kostenfrei, Volltext: https://doi.org/10.3929/ethz-a-005273176 Verlag, kostenfrei, Volltext: https://www.ethz.ch/content/dam/ethz/special-interest/mtec/cer-eth/cer-eth-dam/documents/working-papers/wp_06_59.pdf
Notes sur l'auteur:	Ulrich Brandt-Pollmann, Ralph Winkler, Sebastian Sager, Ulf Moslener and Johannes P. Schlöder