On representation formulas for long run averaging optimal control problem
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Publication:496712
DOI10.1016/j.jde.2015.06.039zbMath1326.49067OpenAlexW831507090MaRDI QIDQ496712
Jérôme Renault, Marc Quincampoix, Rainer Buckdahn
Publication date: 22 September 2015
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jde.2015.06.039
Optimality conditions for problems involving ordinary differential equations (49K15) Optimality conditions for problems in abstract spaces (49K27) Miscellaneous topics in calculus of variations and optimal control (49N99)
Related Items (13)
Turnpike in optimal control of PDEs, ResNets, and beyond ⋮ LP-related representations of Cesàro and Abel limits of optimal value functions ⋮ Bi-center problem and bifurcation of limit cycles from nilpotent singular points in \(Z_{2}\)-equivariant cubic vector fields ⋮ Linear programming estimates for Cesàro and Abel limits of optimal values in optimal control problems ⋮ Linear programming formulation of long-run average optimal control problem ⋮ Compactification method in linear programming approach to infinite-horizon optimal control problems with a noncompact state constraint ⋮ Representation of asymptotic values for nonexpansive stochastic control systems ⋮ Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls ⋮ Representation of limit values for nonexpansive stochastic differential games ⋮ Unique ergodicity of deterministic zero-sum differential games ⋮ Ergodic behavior of control and mean field games problems depending on acceleration ⋮ Acyclic Gambling Games ⋮ LP Formulations of Discrete Time Long-Run Average Optimal Control Problems: The NonErgodic Case
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