Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates

DOI10.1287/MOOR.18.4.1006zbMATH Open0824.49001OpenAlexW2124253933MaRDI QIDQ4286946FDOQ4286946

Authors: Fabian Wirth 

Publication date: 13 November 1995

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/dfe491592d2257cacd9024afb2f055808db5049b

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zbMATH Keywords

value functiondiscounted costdiscount ratecontinuous-time control systemsaverage yield

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Existence theories for optimal control problems involving ordinary differential equations (49J15)

Cited In (11)

• Asymptotic behavior of the value functions of discrete-time discounted optimal control
• Estimate of periodic suboptimal controls.
• Asymptotic Behaviour of Optimal Control Systems with Low Discount Rates
• Asymptotic Properties of Optimal Solutions in Planar Discounted Control Problems
• On the relation between discounted and average optimal value functions
• On the rate of convergence of infinite horizon discounted optimal value functions
• Convergence of solutions of optimal control problems with discounting on large intervals in the regions close to the endpoints
• A uniform Tauberian theorem in optimal control
• Periodic near optimal control
• Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
• On the value function for nonautonomous optimal control problems with infinite horizon

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