Pontryagin's maximum principle: some economic applications
De Angelis, Federico (A.A. 2020/2021) Pontryagin's maximum principle: some economic applications. Tesi di Laurea in Mathematical methods for economics and finance, Luiss Guido Carli, relatore Fausto Gozzi, pp. 51. [Master's Degree Thesis]
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Abstract/Index
Dynamical systems and controls. Dynamical systems. Controlled dynamical system. Optimal control. Pontryagin's maximum principle. The theorem. General case. Applications of the PMP. Cost minimization with general price function. A moving car. A moving car 2. General cost function on state and control, free �nal time.
References
Bibliografia: pp. 49-50.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Mathematical methods for economics and finance |
| Thesis Supervisor: | Gozzi, Fausto |
| Thesis Co-Supervisor: | Lippi, Francesco |
| Academic Year: | 2020/2021 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 14 Mar 2022 13:41 |
| Last Modified: | 14 Mar 2022 13:41 |
| URI: | https://tesi.luiss.it/id/eprint/31693 |
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