On the relation between discounted and average optimal value functions
From MaRDI portal
Publication:1268405
DOI10.1006/jdeq.1998.3451zbMath0918.49002OpenAlexW2009060269MaRDI QIDQ1268405
Publication date: 3 August 1999
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/eb7647c67e84ee05e328f5f3899d3a0a0b6c4f6a
viabilityMorse decompositionchain control setscontrol setsdiscounted optimal controlaverage optimal controldeterministic nonlinear optimal controlviable sets
Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15)
Related Items
LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time ⋮ Tauberian theorem for value functions ⋮ LP-related representations of Cesàro and Abel limits of optimal value functions ⋮ A uniform Tauberian theorem in dynamic games ⋮ Linear programming formulations of deterministic infinite horizon optimal control problems in discrete time ⋮ Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems ⋮ On sets of occupational measures generated by a deterministic control system on an infinite time horizon ⋮ Linear programming formulation of long-run average optimal control problem ⋮ A survey of average cost problems in deterministic discrete-time control systems ⋮ Applying a finite-horizon numerical optimization method to a periodic optimal control problem ⋮ Stochastic optimal control and linear programming approach ⋮ On the rate of convergence of infinite horizon discounted optimal value functions ⋮ On Tauberian theorem for stationary Nash equilibria ⋮ Asymptotic behavior of the value functions of discrete-time discounted optimal control ⋮ Optimal and Sub-optimal feedback controls for biogas production ⋮ Asymptotics of values in dynamic games on large intervals ⋮ Stabilization of strictly dissipative discrete time systems with discounted optimal control ⋮ On Differential Games with Long-Time-Average Cost ⋮ LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case ⋮ Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some aspects of control systems as dynamical systems
- Approximate solutions of the Bellman equation of deterministic control theory
- Asymptotic behavior of some nonlinear heat equations
- Nonlinear control systems: An introduction
- Neumann type boundary conditions for Hamilton-Jacobi equations
- Discrete dynamic programming and viscosity solutions of the Bellman equation
- Minimal and maximal Lyapunov exponents of bilinear control systems
- An adaptive grid scheme for the discrete Hamilton-Jacobi-Bellman equation
- Infinite time optimal control and periodicity
- Some ergodic problems for Hamilton-Jacobi equations in Hilbert space
- Discrete feedback stabilization of semilinear control systems
- Optimal Control with State-Space Constraint I
- Asymptotic Behaviour of Optimal Control Systems with Low Discount Rates
- Numerical Stabilization of Bilinear Control Systems
- The Lyapunov spectrum of families of time-varying matrices
- Some Characterizations of Optimal Trajectories in Control Theory
- Chain recurrence and attraction in non-compact spaces
- Asymptotic Controllability and Exponential Stabilization of Nonlinear Control Systems at Singular Points
- Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates
- Discrete-Time Controlled Markov Processes with Average Cost Criterion: A Survey
- The dynamics of control. With an appendix by Lars Grüne
