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

✍ Scribed by F. Wirth

Book ID
110362073
Publisher
Springer
Year
2001
Tongue
English
Weight
136 KB
Volume
110
Category
Article
ISSN
0022-3239

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πŸ“œ SIMILAR VOLUMES

On the rate of convergence of infinite h
On the rate of convergence of infinite horizon discounted optimal value functions
✍ Lars GrΓΌne; Fabian Wirth πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 133 KB

In this paper we investigate the rate of convergence of the optimal value function of an inΓΏnite horizon discounted optimal control problem as the discount rate tends to zero. Using the Integration Theorem for Laplace transformations we provide conditions on averaged functionals along suitable traje