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Estabilidade Local em Problemas de Controle Óptimo com duas variáveis de Estado: Uma Extensão do Teorema de Dockner

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  • José Manuel Madeira Belbute

    ()
    (Department of Economics, University of Évora)

Abstract

O presente trabalho procura demonstrar que as condições exigidas por Dockner no teorema 3, mesmo para o caso da sociedade evidenciar impaciência face ao futuro (caso em que r > 0) podem fazer surgir não só os 4 valores próprios apenas com parte real a que o teorema se refere, como também dois pares de complexos conjugados sendo que dois deles têm parte real positiva e dois parte real negativa. Com isso, as trajectórias em direcção ao estado estacionário, quando vistas a partir do Stable Manifold, podem evoluir em forma de espiral convergente (Foco Estável).

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File URL: http://hdl.handle.net/10174/8393
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Bibliographic Info

Paper provided by University of Évora, Department of Economics (Portugal) in its series Economics Working Papers with number 2_2002.

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Length: 13 pages
Date of creation: 2002
Date of revision:
Handle: RePEc:evo:wpecon:2_2002

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Related research

Keywords: Controle Óptimo; Princípio de Pontryagin; Dinâmica de Sistemas; Estabilidade local em sistemas dinâmicos não lineares de dimensão 4;

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