transversality condition

短语

词形变化

transversality conditions 复数 transversality conditions

释义与例句

n.
  1. 1.

    A terminal condition on a costate variable in a, usually infinite, time optimization problem.

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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).

来源：wiktionary