Journal of Optimization Theory and Applications

, Volume 48, Issue 2, pp 315–324 | Cite as

Characterization of constant policies in optimal control

  • M. I. Kamien
  • E. Muller
Contributed Papers


The conditions under which an optimal control problem commonly employed in economics gives rise to a constant optimal control are characterized. The conditions are stated in terms of the properties of the functional form of the integrand of the objective function and of the state equation. These conditions can be checked prior to computation of the optimal control and thereby can simplify its calculation.

Key Words

Optimal control problems current value Hamiltonian constant optimal controls analytic functions calculus of variations differential games 


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Copyright information

© Plenum Publishing Corporation 1986

Authors and Affiliations

  • M. I. Kamien
    • 1
  • E. Muller
    • 2
  1. 1.Department of Managerial Economics and Decision SciencesNorthwestern UniversityEvanston
  2. 2.School of Business AdministrationHebrew UniversityJerusalemIsrael

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