Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
From MaRDI portal
Publication:5501219
DOI10.1137/130945429zbMath1327.49002OpenAlexW838369491MaRDI QIDQ5501219
Piermarco Cannarsa, Marc Quincampoix
Publication date: 3 August 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/130945429
Differential games and control (49N70) Existence theories for optimal control problems involving ordinary differential equations (49J15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Ergodic theory (37A99)
Related Items (11)
Tauberian theorem for value functions ⋮ A uniform Tauberian theorem in dynamic games ⋮ Herglotz' variational principle and Lax-Oleinik evolution ⋮ Representation of asymptotic values for nonexpansive stochastic control systems ⋮ Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls ⋮ Representation of limit values for nonexpansive stochastic differential games ⋮ On representation formulas for long run averaging optimal control problem ⋮ Unique ergodicity of deterministic zero-sum differential games ⋮ On Tauberian theorem for stationary Nash equilibria ⋮ Asymptotics of values in dynamic games on large intervals ⋮ Infinite horizon differential games with asymmetric information
Cites Work
- Unnamed Item
- On sets of occupational measures generated by a deterministic control system on an infinite time horizon
- Some recent aspects of differential game theory
- Uniform value in dynamic programming
- Ergodicity of Hamilton-Jacobi equations with a noncoercive nonconvex Hamiltonian in \(\mathbb R^2/\mathbb Z^2\)
- On the relation between discounted and average optimal value functions
- Measurable viability theorems and the Hamilton-Jacobi-Bellman equation
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor
- Ergodic problem for the Hamilton-Jacobi-Bellman equation. II
- The value function of singularly perturbed control systems
- Some homogenization results for non-coercive Hamilton-Jacobi equations
- A Uniform Tauberian Theorem in Optimal Control
- On the Existence of a Limit Value in Some Nonexpansive Optimal Control Problems
- On ergodic problem for Hamilton-Jacobi-Isaacs equations
- Hamilton-Jacobi Equations with State Constraints
- Ergodicity, stabilization, and singular perturbations for Bellman-Isaacs equations
- Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting
- On Differential Games with Long-Time-Average Cost
- Optimal Control with State-Space Constraint I
- Asymptotic Behaviour of Optimal Control Systems with Low Discount Rates
- On ergodic stochastic control
- Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates
- Invariant Solutions of Differential Games and Hamilton--Jacobi--Isaacs Equations for Time-Measurable Hamiltonians
- Ergodic Problems in Differential Games
- Set-valued analysis
- Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations
This page was built for publication: Vanishing Discount Limit and Nonexpansive Optimal Control and Differential Games
