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On linear convergence of discounted optimal control problems with vanishing discount rate

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005444
URN to cite this document: urn:nbn:de:bvb:703-epub-5444-3

Title data

Grüne, Lars ; Wirth, Fabian:
On linear convergence of discounted optimal control problems with vanishing discount rate.
Bayreuth , 1998

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Abstract

In this paper we investigate the rate of convergence of the optimal value function of an infinite horizon discounted optimal control problem as the discount rate tends to zero. We provide several estimates along trajectories yielding results on the rate of convergence of the corresponding functional. Using appropriate controllability assumptions we derive a linear convergence theorem on control sets. Applications of these results are given and an example is discussed in which both linear and slower rates of convergence occur.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erschienen In:
Beghi, Alessandro (Hrsg.): Mathematical theory of networks and systems : Proceedings of the MTNS 98 Symposium held in Padova, Italy, July 1998. - Padova : Il Poligrafo , 1998 . - S. 185-188
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-5444-3
Date Deposited: 06 May 2021 07:22
Last Modified: 06 May 2021 07:22
URI: https://epub.uni-bayreuth.de/id/eprint/5444

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