On the relation between discounted and average optimal value functions
type: Item
instance of: scholarly article
title: On the relation between discounted and average optimal value functions
zbMATH Open document ID: 0918.49002
author: Lars Grüne
published in: Journal of Differential Equations
publication date: 1999-08-03T00:00:00Z
review text: The author investigates the relation between discounted and average deterministic optimal control problems for nonlinear control systems. In particular, he is interested in the corresponding optimal value functions. Using the concepts of viability, chain controllability, and controllability, a global convergence result for vanishing discount rate is obtained. Basic ingredients for the analysis are an Abelian type theorem, controllability properties of the system, and the Morse decomposition of the corresponding control flow.
Mathematics Subject Classification ID: 49J15
Mathematics Subject Classification ID: 49K15
zbMATH DE Number: 1212356
zbMATH Keywords: deterministic nonlinear optimal control
zbMATH Keywords: discounted optimal control
zbMATH Keywords: average optimal control
zbMATH Keywords: Morse decomposition
zbMATH Keywords: viable sets
zbMATH Keywords: chain control sets
zbMATH Keywords: control sets
zbMATH Keywords: viability
reviewed by: P. Neittaanmäki
MaRDI profile type: Publication
OpenAlex ID: W2009060269
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DOI: 10.1006/JDEQ.1998.3451
description: scientific article; zbMATH DE number 1212356