𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The determining set in the infinite horizon problem of optimal control

✍ Scribed by Lynnell E. Stern

Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
394 KB
Volume
5
Category
Article
ISSN
0143-2087

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Fields of extremals and infinite horizon
Fields of extremals and infinite horizon optimal control problems
✍ Atle Seierstad πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 164 KB πŸ‘ 2 views

A solution of the maximum principle is optimal if it is 'surrounded' by solutions of the maximum principle, or 'embedded in a field of extremals'. An extension of this well-known principle to infinite horizon problems, is stated, and a proof of it is outlined. It is especially useful in non-concave

The qualitative structure of a class of
The qualitative structure of a class of infinite horizon optimal control problems
✍ MICHAEL R. CAPUTO πŸ“‚ Article πŸ“… 1997 πŸ› John Wiley and Sons 🌐 English βš– 492 KB πŸ‘ 2 views

Many papers in economics have been written using optimal control theory with what appear to be diverse models. The qualitative results developed in the papers have been related only to the specific model at hand. This paper shows that most of the useful qualitative results occur because the same sma

The Viability Kernel Algorithm for Compu
The Viability Kernel Algorithm for Computing Value Functions of Infinite Horizon Optimal Control Problems
✍ 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