Bolza Optimal Control Problems with Linear Equations and Periodic Convex Integrands on Large Intervals
We study the structure of approximate solutions of Bolza optimal control problems, governed by linear equations, with periodic convex integrands, on large intervals, and show that the turnpike property holds. To have this property means, roughly speaking,
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Shigeo Kusuoka Toru Maruyama Editors
Advances in Mathematical Economics Volume 21
Advances in
MATHEMATICAL ECONOMICS Managing Editors Shigeo Kusuoka The University of Tokyo Tokyo, Japan
Toru Maruyama Keio University Tokyo, Japan
Editors Robert Anderson University of California,
Berkeley
Jean-Michel Grandmont CREST-CNRS Malakoff, France
Kunio Kawamata Keio University Tokyo, Japan
Norimichi Hirano Yokohama National
Hiroshi Matano The University of Tokyo Tokyo, Japan
Berkeley, USA Charles Castaing Université Montpellier II Montpellier, France
University Yokohama, Japan
Francis H. Clarke Université de Lyon I Villeurbanne, France
Tatsuro Ichiishi The Ohio State
Egbert Dierker University of Vienna Vienna, Austria
Ohio, USA
Darrell Duffie Stanford University Stanford, USA Lawrence C. Evans University of California,
Berkeley Berkeley, USA Takao Fujimoto Fukuoka University Fukuoka, Japan
University Alexander D. Ioffe Israel Institute of
Technology Haifa, Israel Seiichi Iwamoto Kyushu University Fukuoka, Japan Kazuya Kamiya The University of Tokyo Tokyo, Japan
Kazuo Nishimura Kyoto University Kyoto, Japan Yoichiro Takahashi The University of Tokyo Tokyo, Japan Akira Yamazaki Hitotsubashi University Tokyo, Japan Makoto Yano Kyoto University Kyoto, Japan
Aims and Scope. The project is to publish Advances in Mathematical Economics once a year under the auspices of the Research Center for Mathematical Economics. It is designed to bring together those mathematicians who are seriously interested in obtaining new challenging stimuli from economic theories and those economists who are seeking effective mathematical tools for their research. The scope of Advances in Mathematical Economics includes, but is not limited to, the following fields: – Economic theories in various fields based on rigorous mathematical reasoning. – Mathematical methods (e.g., analysis, algebra, geometry, probability) motivated by economic theories. – Mathematical results of potential relevance to economic theory. – Historical study of mathematical economics. Authors are asked to develop their original results as fully as possible and also to give a clear-cut expository overview of the problem under discussion. Consequently, we will also invite articles which might be considered too long for publication in journals.
More information about this series at http://www.springer.com/series/4129
Shigeo Kusuoka Toru Maruyama •
Editors
Advances in Mathematical Economics Volume 21
123
Editors Shigeo Kusuoka Professor Emeritus The University of Tokyo Tokyo, Japan
Toru Maruyama Professor Emeritus Keio University Tokyo, Japan
ISSN 1866-2226 ISSN 1866-2234 (electronic) Advances in Mathematical Economics ISBN 978-981-10-4144-0 ISBN 978-981-10-4145-7 (eBook) DOI 10.1007/978-981-10-4145-7 Library of Congress Control Number: 2017935013 © Springer Nature Singapore Pte Ltd. 2017 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, r
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