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

Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates (Q4286946)

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scientific article; zbMATH DE number 549174
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Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates
scientific article; zbMATH DE number 549174

    Statements

    Convergence of the Value Functions of Discounted Infinite Horizon Optimal Control Problems with Low Discount Rates (English)
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    13 November 1995
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    discounted cost
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    continuous-time control systems
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    average yield
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    value function
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    discount rate
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