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

DOI10.1134/S0081543818050012zbMATH Open1401.49027OpenAlexW2885954798MaRDI QIDQ1800511FDOQ1800511

Authors: A. L. Bagno, A. M. 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

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zbMATH Keywords

stability propertiesoptimal controlvalue functioneconomic growthHamilton-Jacobi equationHamilton-Jacobi-Bellman-Isaacs equationinfinite horizonminimax solution

Mathematics Subject Classification ID

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

Cites Work

• Approximate solutions of the Bellman equation of deterministic control theory
• The Pontryagin maximum principle and problems of optimal economic growth
• Approximation schemes and finite-difference operators for constructing generalized solutions of Hamilton-Jacobi equations
• Mathematical optimization and economic theory
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• A differential game of unlimited duration
• Properties of the value function in optimal control problems with infinite horizon
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Cited In (6)

• 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
• Basic properties of the value functions of infinite-horizon optimal control problems
• Asymptotic properties of optimal solutions and value functions in optimal control problems with infinite time horizon
• Properties of the value function in optimal control problems with infinite horizon
• Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem

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