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

DOI10.1134/S0081543818050012MaRDI QIDQ1800511zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 44042 (Why is no real title available?)
• scientific article; zbMATH DE number 41617 (Why is no real title available?)
• scientific article; zbMATH DE number 3468574 (Why is no real title available?)
• scientific article; zbMATH DE number 5181502 (Why is no real title available?)
• A differential game of unlimited duration
• Approximate solutions of the Bellman equation of deterministic control theory
• 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
• The Pontryagin maximum principle and problems of optimal economic growth

Cited in

(6)

• 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
• Numerical methods for construction of value functions in optimal control problems on an 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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