Optimal control problem of reaction-diffusion economic system

M. A. Bokhari, I. S. Sadek

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

A computationally efficient methodology is proposed to solve infinite horizon intertemporal optimization problem which appears in the areas of management and economics. Such a problem involves local instability emerging from the interaction of the discount rate in future. An algorithm based on modal space reduction and state parameterization is designed which approximates the performance functional of the problem. A numerical example is provided to demonstrate the applicability and efficiency of the proposed approach. Here, we identify values of some parameters for which our computational procedure is stable. The identified values conform to the analytic theory of the problem.

Original languageEnglish
Title of host publication2011 4th International Conference on Modeling, Simulation and Applied Optimization, ICMSAO 2011
DOIs
StatePublished - 2011

Publication series

Name2011 4th International Conference on Modeling, Simulation and Applied Optimization, ICMSAO 2011

ASJC Scopus subject areas

  • Control and Optimization
  • Modeling and Simulation

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