Limiting optimal discounted-cost control
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Nadine Hilgert; OnΓ©simo HernΓ‘ndez-Lerma
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Article
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2000
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Elsevier Science
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English
β 103 KB
We consider a class of time-varying R d -valued control models, and with possibly unbounded costs. The processes evolve according to the system equation xn+1 = Gn(xn; an) + n (n β N), where { n} are i.i.d. random vectors and {Gn} a sequence of known functions converging to some function Gβ. Under su