Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data

Autor:	Monica Motta, Caterina Sartori
Rok vydání:	2015
Předmět:	Asymptotic behaviour optimal control problems with unbounded data impulsive controls unbounded viscosity solutions Asymptotic behaviour Limit of a function Hamilton–Jacobi–Bellman equation 01 natural sciences unbounded viscosity solutions General Relativity and Quantum Cosmology FOS: Mathematics Discrete Mathematics and Combinatorics Ergodic theory impulsive controls Limit (mathematics) 0101 mathematics Representation (mathematics) Mathematics - Optimization and Control Mathematics Discounting Applied Mathematics 010102 general mathematics Mathematical analysis Zero (complex analysis) Optimal control 010101 applied mathematics Optimization and Control (math.OC) optimal control problems with unbounded data Analysis
Zdroj:	Discrete & Continuous Dynamical Systems - A. 35:4527-4552
ISSN:	1553-5231
DOI:	10.3934/dcds.2015.35.4527
Popis:	In this paper we give a representation formula for the limit of the finite horizon problem as the horizon becomes infinite, with a nonnegative Lagrangian and unbounded data. It is related to the limit of the discounted infinite horizon problem, as the discount factor goes to zero. We give sufficient conditions to characterize the limit function as unique nonnegative solution of the associated HJB equation. We also briefly discuss the ergodic problem.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b425d33a6e1ced8ef4b42ee904bfa70 https://doi.org/10.3934/dcds.2015.35.4527 Zobrazit plný text záznamu