Generic singularities of the optimal averaged profit among stationary strategies

• Type: Article in International Scientific Journal
• Date: 2007

Authors

Mena Matos, H (Author) FCUP; Moreira, C (Author) Other

Journal

The Journal is awaiting validation by the Administrative Services.

Title: JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS

Vol. 13

Pages: 541-562

ISSN: 1079-2724

Indexing

ISI Web of Knowledge - 3 Citations

Scopus - 5 Citations

Scientific classification

FOS: Engineering and technology > Electrical engineering, Electronic engineering, Information engineering

Other information

Authenticus ID: P-004-775

DOI: 10.1007/s10883-007-9026-4

Abstract (EN): We consider the problem of maximizing the (time) averaged profit of a smooth profit density on a smooth compact one-dimensional manifold along a trajectory provided by a stationary strategy of a polydynamical system. When the problem depends on a k-dimensional parameter, this optimal averaged profit can have singularities (points of nonsmoothness) as a function of the parameter. We present the generic classification of these singularities for k <= 3.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 22