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

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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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Bibliographic Details
Main Author:	Wan Ahmad, Wan Noor Afifah
Format:	Thesis
Language:	English English English
Published:	2018
Subjects:	QA273-280 Probabilities. Mathematical statistics
Online Access:	http://eprints.uthm.edu.my/331/ 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

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