Stability properties of the value function in an infinite horizon optimal control problem

DOI10.1134/S0081543818050012zbMath1401.49027OpenAlexW2885954798MaRDI QIDQ1800511

A. L. Bagno, Alexander Tarasyev

Publication date: 24 October 2018

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543818050012

zbMATH Keywords

optimal controlinfinite horizonHamilton-Jacobi equationeconomic growthvalue functionminimax solutionstability propertiesHamilton-Jacobi-Bellman-Isaacs equation

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Economic growth models (91B62)

Related Items (3)

Numerical methods for construction of value functions in optimal control problems on an infinite horizon ⋮ On the stability of the regular precession of an asymmetric gyroscope at a second-order resonance ⋮ Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem

Cites Work

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• Approximate solutions of the Bellman equation of deterministic control theory
• The Pontryagin maximum principle and problems of optimal economic growth
• A differential game of unlimited duration
• Approximation schemes and finite-difference operators for constructing generalized solutions of Hamilton-Jacobi equations
• Mathematical Optimization and Economic Theory
• Properties of the value function in optimal control problems with infinite horizon

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