Asymptotic Behaviour of Optimal Control Systems with Low Discount Rates
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Publication:3833127
DOI10.1287/moor.14.2.309zbMath0677.49025OpenAlexW2043550191MaRDI QIDQ3833127
Publication date: 1989
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.14.2.309
Sensitivity, stability, well-posedness (49K40) Existence theories for optimal control problems involving ordinary differential equations (49J15) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (7)
On the value function for nonautonomous optimal control problems with infinite horizon ⋮ On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case ⋮ On the rate of convergence of infinite horizon discounted optimal value functions ⋮ Asymptotic behavior of the value functions of discrete-time discounted optimal control ⋮ On the relation between discounted and average optimal value functions ⋮ Infinite time optimal control and periodicity ⋮ Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
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