infinite horizon problems
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Economic NMPC for averaged infinite horizon problems with periodic approximations

Automatica ◽  
2020 ◽  
Vol 117 ◽  
pp. 109001
Author(s):  
Jürgen Gutekunst ◽  
Hans Georg Bock ◽  
Andreas Potschka
Keyword(s):  
Infinite Horizon ◽  
Infinite Horizon Problems ◽  
Horizon Problems

scholarly journals Generalized Dual Dynamic Programming for Infinite Horizon Problems in Continuous State and Action Spaces

2019 ◽  
Vol 64 (12) ◽  
pp. 5012-5023 ◽  
Author(s):  
Joseph Warrington ◽  
Paul N. Beuchat ◽  
John Lygeros
Keyword(s):  
Dynamic Programming ◽  
Infinite Horizon ◽  
Continuous State ◽  
Infinite Horizon Problems ◽  
Horizon Problems ◽  
Action Spaces ◽  
Dual Dynamic Programming

scholarly journals Probabilistic Interpretation of Solutions of Linear Ultraparabolic Equations

Mathematics ◽  
2018 ◽  
Vol 6 (12) ◽  
pp. 286
Author(s):  
Michael Marcozzi
Keyword(s):  
Infinite Horizon ◽  
Probabilistic Interpretation ◽  
Ultraparabolic Equations ◽  
Spatial Domains ◽  
Unbounded Spatial Domains ◽  
Infinite Horizon Problems ◽  
Horizon Problems

We demonstrate the existence, uniqueness and Galerkin approximatation of linear ultraparabolic terminal value/infinite-horizon problems on unbounded spatial domains. Furthermore, we provide a probabilistic interpretation of the solution in terms of the expectation of an associated ultradiffusion process.

Infinite Horizon Problems in the Calculus of Variations

2018 ◽  
Vol 27 (2) ◽  
pp. 331-354 ◽  
Author(s):  
Sabine Pickenhain
Keyword(s):  
Calculus Of Variations ◽  
Infinite Horizon ◽  
Infinite Horizon Problems ◽  
Horizon Problems

scholarly journals Infinite-Horizon Problems Under Periodicity Constraint

2017 ◽  
Vol 46 (1) ◽  
pp. 127-147 ◽  
Author(s):  
Joël Blot ◽  
Abdelkader Bouadi ◽  
Bruno Nazaret
Keyword(s):  
Infinite Horizon ◽  
Infinite Horizon Problems ◽  
Horizon Problems

scholarly journals Infinite horizon problems on stratifiable state-constraints sets

2015 ◽  
Vol 258 (4) ◽  
pp. 1430-1460 ◽  
Author(s):  
C. Hermosilla ◽  
H. Zidani
Keyword(s):  
State Constraints ◽  
Infinite Horizon ◽  
Infinite Horizon Problems ◽  
Horizon Problems
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