Two turnpike results for a discrete-time optimal control systems

被引:20
作者
Zaslavski, Alexander J. [1 ]
机构
[1] Technion Israel Inst Technol, Dept Math, IL-32000 Haifa, Israel
关键词
Compact metric space; Good program; Turnpike property; HORIZON VARIATIONAL-PROBLEMS; OPTIMAL PROGRAMS; INFINITE; EXISTENCE;
D O I
10.1016/j.na.2008.12.053
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the structure of solutions of a discrete-time control system with a compact metric space of states X which arises in economic dynamics. This control system is described by a bounded upper semicontinuous function v : X x X -> R-1 which determines an optimality criterion and by a nonempty closed set Omega subset of X x X which determines a class of admissible trajectories (programs). We are interested in turnpike properties of the approximate solutions which are independent of the length of the interval, for all sufficiently large intervals. (C) 2008 Elsevier Ltd. All rights reserved.
引用
收藏
页码:E902 / E909
页数:8
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