5 citations · 12 across the 9 of their papers we have counts for
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math.OC2013
The "Eating up Assumption", Transversality Conditions, and Steady States for Discrete Time Infinite Horizon Problems
Dapeng Cai, Takashi Gyoshin Nitta
In this paper, we consider how to construct the optimal solutions for a general discrete time infinite horizon optimal control problem. We establish necessary and sufficient condit…
math.OC2012★ 2 cited
Transversality Conditions for Stochastic Higher-Order Optimality: Continuous and Discrete Time Problems
Dapeng Cai, Takashi Gyoshin Nitta
Higher-order optimization problems naturally appear when investigating the effects of a patent with finite length, as in the pioneering work of Futagami and Iwaisako (2007). In thi…
math.OC2010★ 1 cited
Transversality Conditions for Higher Order Infinite Horizon Discrete Time Optimization Problems
Dapeng Cai, Takashi Gyoshin Nitta
In this paper, we examine higher order difference problems. Using the "squeezing" argument, we derive both Euler's condition and the transversality condition. In order to derive th…