{
  "id": "0911.0353",
  "version": "v1",
  "published": "2009-11-02T16:35:23.000Z",
  "updated": "2009-11-02T16:35:23.000Z",
  "title": "A non-classical class of variational problems",
  "authors": [
    "Pedro A. F. Cruz",
    "Delfim F. M. Torres",
    "Alan S. I. Zinober"
  ],
  "comment": "Accepted (October 13, 2009) for publication, International Journal of Mathematical Modelling and Numerical Optimisation (IJMMNO), http://www.inderscience.com/ijmmno",
  "journal": "Int. J. Mathematical Modelling and Numerical Optimisation, Vol. 1, No. 3, 2010, pp.227-236",
  "doi": "10.1504/IJMMNO.2010.031750",
  "categories": [
    "math.OC"
  ],
  "abstract": "We study a new non-classical class of variational problems that is motivated by some recent research on the non-linear revenue problem in the field of economics. This class of problem can be set up as a maximising problem in the Calculus of Variations (CoV) or Optimal Control. However, the state value at the final fixed time, y(T), is a priori unknown and the integrand is a function of the unknown y(T). This is a non-standard CoV problem. In this paper we apply the new costate boundary conditions p(T) in the formulation of the CoV problem. We solve some sample examples in this problem class using the numerical shooting method to solve the resulting TPBVP, and incorporate the free y(T) as an additional unknown. Essentially the same results are obtained using symbolic algebra software.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2009-11-02T16:35:23.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "49K05",
      "49M05"
    ],
    "keywords": [
      "variational problems",
      "non-classical class",
      "symbolic algebra software",
      "non-standard cov problem",
      "non-linear revenue problem"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2009arXiv0911.0353C"
    }
  }
}