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Erratum to: Value Functions and Transversality Conditions for Infinite-Horizon Optimal Control Problems

✍ Scribed by Nobusumi Sagara


Publisher
Springer Netherlands
Year
2010
Tongue
English
Weight
161 KB
Volume
18
Category
Article
ISSN
1877-0533

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The Viability Kernel Algorithm for Compu
✍ Jean-Pierre Aubin; HΓ©lΓ¨ne Frankowska πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 222 KB

We characterize in this paper the epigraph of the value function of a discounted infinite horizon optimal control problem as the viability kernel of an auxiliary differential inclusion. Then the viability kernel algorithm applied to this problem provides the value function of the discretized optimal