Local Stability Properties of the Modified Hamiltonian Dynamic System
نویسنده
چکیده
The local stability properties of stationary points of the modified Hamiltonian dynamic system are investigated. The modiied Hamiltonian dynamic system characterizes the optimal statecostate trajectories of optimal control problems with discounting defined on an infinite horizon. / It is shown that a Curvature Assumption, introduced by Rockafellar, is sufficient for an optimal steady-state to possess the saddlepoint property. The result is derived by matrix methods.
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