Developing Systems

On numerical solution of convex dynamic economy problems

A. K. Pestryakov

Moscow

Abstract: A class of economic problems is formulated as a problem of convex programming in a Hilbert space. Algorithms are suggested which employ dual methods combined with the method of a remote point. The sequence of controls obtained in these algorithms is shown to converge strongly to solution of the original problem.

UDC: 519.8


Received: 08.12.1978

 English version: Automation and Remote Control, 1980, 41:3, 399–407

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