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BUDGET CHARACTERIZATION OF NEUMANN-GALE MODEL IN CONTINUOUS TIME
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BUDGET CHARACTERIZATION OF NEUMANN-GALE MODEL IN CONTINUOUS TIME
Annotation
PII
S042473880000616-6-1
Publication type
Article
Status
Published
Authors
Vitaly Belenky 
Edition
Volume 46 Issue 1
Pages
75-91
Abstract
A version of Neumann-Gale model in continuous time is formulated and it is given its description by term of "budget" functions - potential function G and cost function g. These functions are the solutions of direct and inverse Bellman's equations, and they determine as the whole limits attainable domain ω(x) for discounted trajectories issuing from arbitrary initial point x in phase space. Results of the article expand to continuous version well known properties of NG-model in discrete time.
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Date of publication
01.01.2010
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2
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780
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