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On the convergence of optimal solutions in infinite horizon discrete time models

✍ Scribed by Aoki, Takaaki; Nishimura, Kazuo

Book ID
121368714
Publisher
Taylor and Francis Group
Year
2013
Tongue
English
Weight
118 KB
Volume
20
Category
Article
ISSN
1023-6198

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✍ 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