Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates

Mathematics of Operations Research ◽

10.1287/moor.18.4.1006 ◽

1993 ◽

Vol 18 (4) ◽

pp. 1006-1019 ◽

Author(s):

Fabian Wirth

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Value Functions ◽

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Erratum to: Value Functions and Transversality Conditions for Infinite-Horizon Optimal Control Problems

Set-Valued and Variational Analysis ◽

10.1007/s11228-010-0135-y ◽

2010 ◽

Vol 18 (2) ◽

pp. 233-233

Author(s):

Nobusumi Sagara

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Value Functions ◽

Transversality Conditions

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Compactification of calculation domains in approximation schemes for value functions of optimal control problems with infinite horizon

10.1063/5.0049547 ◽

2021 ◽

Author(s):

Alexander L. Bagno ◽

Alexander M. Tarasyev

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Approximation Schemes ◽

Control Problems ◽

Value Functions

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Numerical methods for construction of value functions in optimal control problems on an infinite horizon

Izvestiya Instituta Matematiki i Informatiki Udmurt Gos Univ ◽

10.20537/2226-3594-2019-53-02 ◽

2019 ◽

Vol 53 ◽

pp. 15-26

Author(s):

A.L. Bagno ◽

◽

A.M. Tarasyev ◽

◽

Keyword(s):

Optimal Control ◽

Numerical Methods ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Value Functions

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Value Functions and Transversality Conditions for Infinite-Horizon Optimal Control Problems

Set-Valued and Variational Analysis ◽

10.1007/s11228-009-0132-1 ◽

2010 ◽

Vol 18 (1) ◽

pp. 1-28 ◽

Author(s):

Nobusumi Sagara

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Value Functions ◽

Transversality Conditions

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

Journal of Mathematical Analysis and Applications ◽

10.1006/jmaa.1996.0273 ◽

1996 ◽

Vol 201 (2) ◽

pp. 555-576 ◽

Author(s):

Jean-Pierre Aubin ◽

Hélène Frankowska

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Value Functions ◽

Viability Kernel

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Value Functions and Transversality Conditions for Infinite Horizon Optimal Control Problems

Communications in Computer and Information Science - Modelling, Computation and Optimization in Information Systems and Management Sciences ◽

10.1007/978-3-540-87477-5_30 ◽

2008 ◽

pp. 273-282 ◽

Author(s):

Nobusumi Sagara

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Value Functions ◽

Transversality Conditions

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Numerical methods for construction of value functions in optimal control problems with infinite horizon

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2020.12.104 ◽

2020 ◽

Vol 53 (2) ◽

pp. 6730-6735

Author(s):

Alexander L. Bagno ◽

Alexander M. Tarasyev

Keyword(s):

Optimal Control ◽

Numerical Methods ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Value Functions

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An efficient numerical scheme for solving fractional infinite-horizon optimal control problems

ISA Transactions ◽

10.1016/j.isatra.2019.04.016 ◽

2019 ◽

Vol 94 ◽

pp. 108-118 ◽

Author(s):

Mina Yavari ◽

Alireza Nazemi

Keyword(s):

Optimal Control ◽

Numerical Scheme ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems

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On the class of infinite horizon optimal control problems affine, which are structurally stable

Mathematical Methods in the Applied Sciences ◽

10.1002/mma.3730 ◽

2015 ◽

Vol 39 (11) ◽

pp. 2799-2807 ◽

Author(s):

M'hamed Kesri

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Structurally Stable

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Solving infinite-horizon optimal control problems of the time-delayed systems by Haar wavelet collocation method

Computational and Applied Mathematics ◽

10.1007/s40314-014-0184-1 ◽

2014 ◽

Vol 35 (1) ◽

pp. 97-117 ◽

Author(s):

Masoomeh Mansoori ◽

Alireza Nazemi

Keyword(s):

Optimal Control ◽

Collocation Method ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Haar Wavelet ◽

Control Problems ◽

Delayed Systems ◽

Wavelet Collocation Method

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