On the relation between discounted and average optimal value functions
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The author investigates the relation between discounted and average deterministic optimal control problems for nonlinear control systems. In particular, he is interested in the corresponding optimal value functions. Using the concepts of viability, chain controllability, and controllability, a global convergence result for vanishing discount rate is obtained. Basic ingredients for the analysis are an Abelian type theorem, controllability properties of the system, and the Morse decomposition of the corresponding control flow.
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Cited in
(28)- Low discounting and the upper long-run average value in dynamic programming
- Tauberian theorem for value functions
- Stabilization of strictly dissipative discrete time systems with discounted optimal control
- On Tauberian theorem for stationary Nash equilibria
- Optimal and Sub-optimal feedback controls for biogas production
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- Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates
- A uniform Tauberian theorem in dynamic games
- LP-related representations of Cesàro and Abel limits of optimal value functions
- Asymptotics of values in dynamic games on large intervals
- LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
- Stochastic optimal control and linear programming approach
- Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
- On the rate of convergence of infinite horizon discounted optimal value functions
- Asymptotic behavior of the value functions of discrete-time discounted optimal control
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- A note on existence and asymptotic behavior of Lagrangian equilibria for first-order optimal-exit mean field games
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- Asymptotic properties of non-coercive Hamiltonians with drift
- LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
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