Výsledky vyhledávání - "Askovic, Veljko"

Report

Linear quadratic optimal control turnpike in finite and infinite dimension: two-term expansion of the value function

Autor: Askovic, Veljko, Trélat, Emmanuel, Zidani, Hasnaa

In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in this expansi

Externí odkaz: http://arxiv.org/abs/2312.15938

Zobrazit plný text záznamu

Report

Two-term large-time asymptotic expansion of the value function for dissipative nonlinear optimal control problems

Autor: Askovic, Veljko, Trélat, Emmanuel, Zidani, Hasnaa

Considering a general nonlinear dissipative finite dimensional optimal control problem in fixed time horizon T , we establish a two-term asymptotic expansion of the value function as $T\rightarrow+\infty$. The dominating term is T times the optimal v

Externí odkaz: http://arxiv.org/abs/2312.09616

Zobrazit plný text záznamu