MathGroup Archive 2002

[Date Index] [Thread Index] [Author Index]

Search the Archive

dynamic optimization


Hi,

hopefully somebody is able to help me with this (probably pretty easy )
thing:
I need to do a dynamic maximization over a couple of periods, where the
objective function is nonlinear, and the constraint is linear differential
equation. The problem looks like this and I tried some things but dont know
how to solve it actually

objective function: U:= Exp[-rho*t]*Log(Ct/1+(S(t)*P-4C(t))^2
constraint: Constr:= (S(t+1)-S(t))*P(t)+C(t)= = W(t)*L(t)+pi(t)*S(t)*P
where P=1
rho=0.6
pi(t)=0.03
w(t)=4
L(t)=10
the given values can actually be something else, too.
We seek C and S.
does anyone have an idea how to fix this? Just a idea, hint or anything, I
would be more than glad :)

Thanks
//anna




  • Prev by Date: Re: Art Graphics in Mathematica
  • Next by Date: Re: Art Graphics in Mathematica
  • Previous by thread: Re: How to suppress the mesh in ParametricPlot3D ?
  • Next by thread: RE: dynamic optimization