Ergodic control in \(L^\infty\)
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Publication:1583982
DOI10.1023/A:1008766206921zbMath0968.49018OpenAlexW205546364MaRDI QIDQ1583982
Publication date: 28 August 2001
Published in: Set-Valued Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008766206921
infinite horizonHamilton-Jacobi equationviscosity solutionasymptotic behaviourdiscount factor\(L^\infty\) optimal controlergodic effect
Dynamic programming in optimal control and differential games (49L20) Optimality conditions for minimax problems (49K35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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CHARACTERIZATION AND APPROXIMATION OF VALUE FUNCTIONS OF DIFFERENTIAL GAMES WITH MAXIMUM COST IN INFINITE HORIZON ⋮ Penalization techniques in \(L^{\infty}\) optimization problems with unbounded horizon ⋮ Asymptotic problems in optimal control with a vanishing Lagrangian and unbounded data
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