Properties of the value function in optimal control problems with infinite horizon

DOI10.20537/VM160101MaRDI QIDQ5266462zbMATH OpenOpenAlexFDO

Authors A. L. Bagno, A. M. Tarasyev

Publication date 6 June 2017

Published in Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki (Search for Journal in Brave)

Full work available at URL http://mathnet.ru/eng/vuu514

zbMATH Keywords

asymptotic propertiesoptimal controlvalue functioninfinite horizonestimation of continuity modulus

Mathematics Subject Classification ID

Optimality conditions for problems involving ordinary differential equations (49K15)

Recommendations

• Basic properties of the value functions of infinite-horizon optimal control problems
• On the value function for optimal control problems with infinite horizon
• Differential properties of the value functions of infinite-horizon optimal control problems
• Stability properties of the value function in an infinite horizon optimal control problem
• Asymptotic properties of optimal solutions and value functions in optimal control problems with infinite time horizon
• On the value function for nonautonomous optimal control problems with infinite horizon
• Value Functions and Transversality Conditions for Infinite Horizon Optimal Control Problems
• Value functions and transversality conditions for infinite-horizon optimal control problems
• Value function, relaxation, and transversality conditions in infinite horizon optimal control
• scientific article; zbMATH DE number 863626

Cited in

(11)

• On optimal control of pollution emissions: an example of the largest industrial enterprises of Irkutsk oblast
• scientific article; zbMATH DE number 177073 (Why is no real title available?)
• Numerical methods for construction of value functions in optimal control problems on an infinite horizon
• The value function of an infinite-horizon single-item lot-sizing problem
• Stability properties of the value function in an infinite horizon optimal control problem
• Value Functions and Transversality Conditions for Infinite Horizon Optimal Control Problems
• scientific article; zbMATH DE number 7038561 (Why is no real title available?)
• On the solution of a differential game of managing the investments in an advertising campaign
• 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
• Estimate for the accuracy of a backward procedure for the Hamilton-Jacobi equation in an infinite-horizon optimal control problem

This page was built for publication: Properties of the value function in optimal control problems with infinite horizon

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5266462)