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Preference for flexibility in infinite horizon problems

โœ Scribed by Aldo Rustichini

Publisher
Springer
Year
2002
Tongue
English
Weight
165 KB
Volume
20
Category
Article
ISSN
0938-2259

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Pseudospectral methods for solving infinite-horizon optimal control problems
โœ Divya Garg; William W. Hager; Anil V. Rao ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 665 KB

An important aspect of numerically approximating the solution of an infinite-horizon optimal control problem is the manner in which the horizon is treated. Generally, an infinite-horizon optimal control problem is approximated with a finite-horizon problem. In such cases, regardless of the finite du