9 records from EconBiz based on author Name

1. A nonlinear preconditioner for optimum experimental design problems

Mommer, Mario Salvador; Sommer, Andreas; Schlöder, Johannes P.; Bock, H. Georg;
2015
Type: Aufsatz in Zeitschrift; Article in journal;

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2. Numerical solution of optimal control problems with constant control delays

abstract

We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic properties of an optimal solution. However, analytical considerations are quite limited in case of delayed optimal control problems. In order to overcome these limits, we reformulate the problem and apply direct numerical methods to calculate approximate solutions that give a better understanding of this class of optimization problems. In particular, we present two possibilities to reformulate the delayed optimal control problem into an instantaneous optimal control problem and show how these can be solved numerically with a state-of-the-art direct method by applying Bock’s direct multiple shooting algorithm. We further demonstrate the strength of our approach by two economic examples.

Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.;
2006
Type: Graue Literatur; Non-commercial literature; Arbeitspapier; Working Paper;
Availability: Link Link

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3. Numerical Solution of Optimal Control Problems with Constant Control Delays

abstract

We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic properties of an optimal solution. However, analytical considerations are quite limited in case of delayed optimal control problems. In order to overcome these limits, we reformulate the problem and apply direct numerical methods to calculate approximate solutions that give a better understanding of this class of optimization problems. In particular, we present two possibilities to reformulate the delayed optimal control problem into an instantaneous optimal control problem and show how these can be solved numerically with a state-of-the-art direct method by applying Bock's direct multiple shooting algorithm. We further demonstrate the strength of our approach by two economic examples

Brandt-Pollmann, Ullrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.;
2008
Availability: Link

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4. Numerical solution of optimal control problems with constant control delays

Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.;
2008
Type: Aufsatz in Zeitschrift; Article in journal;

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5. Numerical Solution of Optimal Control Problems With Constant Control Delays

abstract

We investigate a class of optimal control problems that exhibit constant exogenously given delays in the control in the equation of motion of the differential states. Therefore, we formulate an exemplary optimal control problem with one stock and one control variable and review some analytic properties of an optimal solution. However, analytical considerations are quite limited in case of delayed optimal control problems. In order to overcome these limits, we reformulate the problem and apply direct numerical methods to calculate approximate solutions that give a better understanding of this class of optimization problems. In particular, we present two possibilities to reformulate the delayed optimal control problem into an instantaneous optimal control problem and show how these can be solved numerically with a state-of-the-art direct method by applying Bock's direct multiple shooting algorithm. We further demonstrate the strength of our approach by two economic examples

Brandt-Pollmann, Ullrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.;
2007
Availability: Link Link

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6. Numerical solution of optimal control problems with constant control delays

Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.;
2006
Type: Working Paper;
Availability: Link

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7. Numerical Solution of Optimal Control Problems with Constant Control Delays

Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.;
2008

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8. Numerical solution of optimal control problems with constant control delays

Brandt-Pollmann, Ulrich; Winkler, Ralph; Sager, Sebastian; Moslener, Ulf; Schlöder, Johannes P.;
2006

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9. Time lags in capital accumulation

Winkler, Ralph; Brandt-Pollmann, Ulrich; Moslener, Ulf; Schlöder, Johannes P.;
2004
Type: Aufsatz im Buch; Book section;

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