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On the Relation between Discounted and Average Optimal Value Functions

DOI zum Zitieren der Version auf EPub Bayreuth: https://doi.org/10.15495/EPub_UBT_00005448
URN to cite this document: urn:nbn:de:bvb:703-epub-5448-4

Title data

Grüne, Lars:
On the Relation between Discounted and Average Optimal Value Functions.
Bayreuth , 1998

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Abstract

We investigate the relation between discounted and average optimal control problems for nonlinear control systems. In particular we are interested in the corresponding optimal value functions. Using the concepts of Viability, Chain Controllability and Controllability a global convergence result for vanishing discount rate is obtained. Basic ingredients for the analysis are an Abelian-Tauberian type theorem, controllability properties of the system and the Morse decomposition of the corresponding control flow.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erschienen In:
Journal of Differential Equations. Bd. 148 (1998) Heft 1 . - S. 65-99
Keywords: Deterministic nonlinear optimal control; Discounted optimal control; Average optimal control; Morse decomposition; Viable sets; Chain control sets; Control sets; Viability
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-5448-4
Date Deposited: 06 May 2021 07:46
Last Modified: 06 May 2021 07:47
URI: https://epub.uni-bayreuth.de/id/eprint/5448

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