Title of article :
On the Relation between Discounted and Average Optimal Value Functions
Author/Authors :
Lars Grüne، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Pages :
35
From page :
65
To page :
99
Abstract :
We investigate the relation between discounted and average deterministic optimal control problems for nonlinear control systems. In particular we are interested in the corresponding optimal value functions. Using the concepts of Viability, Chain Controllability, and Controllability, a global convergence result for vanishing discount rate is obtained. Basic ingredients for the analysis are an Abelian type theorem, controllability properties of the system, and the Morse decomposition of the corresponding control flow
Keywords :
average optimal control , Morse decomposition , chain control sets , Control sets. , discounted optimal control , Deterministic nonlinear optimal control , viable sets
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS
Serial Year :
1998
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS
Record number :
749640
Link To Document :
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