Asymptotic behavior of the value functions of discrete-time discounted optimal control

被引：7

作者：

Wirth, F ^{[1
]}

机构：

[1] Univ Bremen, Zentrum Technomath, Bremen, Germany

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2001年 / 110卷 / 01期

关键词：

discrete-time optimal control; discount rates; average yield; control sets; Lyapunov exponents;

D O I：

10.1023/A:1017503815092

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study deterministic discounted optimal control problems associated with discrete-time systems. It is shown that, for small discount rates, the controllability properties of the underlying system can guarantee the convergence of the discounted value function to the value function of the average yield. An application in the theory of exponential growth rates of discrete inclusions is presented. This application motivates the analysis of infinite-horizon optimal control problems with running yields that are unbounded from below.

引用

页码：183 / 210

页数：28

共 21 条

[1] Asymptotic Behavior of the Value Functions of Discrete-Time Discounted Optimal Control
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