비미분 최적제어이론의 현황 : A survey on nonsmooth optimal control theory
deterministic cases
- 주제(KDC) 320.000
- 설명문(일반) 본 연구는 2001년도 서강대학교 교내연구비의 지원으로 이루어졌음
- 발행기관 서강대학교 경제학연구원
- 발행년도 2001
- 총서유형 Journal
- 본문언어 한국어
초록/요약
The literature on modern control theory is partially surveyed for the nonsmooth and deterministic cases. Two vehicles to nonsmooth optimal control, namely the subdiffereintial analysis and viscosity solutions are covered and the necessary conditions for the state constrained problem is examined with both concepts. The literature that deals with the dynamic incentive problem arising from exploitation of common resources and time consistency of government policy is also partially surveyed to report that the state constrained optimal control model can be used to handle the dynamic incentive constraint as an outside option. Value function is a viscosity solution in the feasible region and a viscosity supersolution to a separate HJB equation obtained by the inward Hamiltonian.
more목차
Ⅰ. 서 론
Ⅱ. 동적최적화문제의 고전 이론
Ⅲ. 비미분분석의 현황
Ⅳ. 하부미분과 최적제어
Ⅴ. 비스코시티해와 최적제어
Ⅵ. 동태적 유인문제와 최적제어
Ⅶ. 결 론
