transversality condition
名词 n.
英文释义
名词 n.
- A terminal condition on a costate variable in a, usually infinite, time optimization problem.
词源
To quote from Optimization in economics and finance
: This terminal condition on λ(T) has often been called a transversality condition, for historical reasons deriving from time-optimal problems, where the (variable) time T to reach a target is minimized. In that situation, the transversality condition appears as a description of how the optimal path crosses a terminal line (graphing state against T).
: This terminal condition on λ(T) has often been called a transversality condition, for historical reasons deriving from time-optimal problems, where the (variable) time T to reach a target is minimized. In that situation, the transversality condition appears as a description of how the optimal path crosses a terminal line (graphing state against T).
0 次浏览
数据来源: Wiktionary