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

Author

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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).

Suggested Citation

  • José Manuel Madeira Belbute, 2002. "Estabilidade Local em Problemas de Controle Óptimo com duas variáveis de Estado: Uma Extensão do Teorema de Dockner," Economics Working Papers 2_2002, University of Évora, Department of Economics (Portugal).
    • Handle: RePEc:evo:wpecon:2_2002
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    File URL: http://hdl.handle.net/10174/8393
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    More about this item

    Keywords

    Controle Óptimo; Princípio de Pontryagin; Dinâmica de Sistemas; Estabilidade local em sistemas dinâmicos não lineares de dimensão 4;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis

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