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On linear convergence of discounted optimal control problems with vanishing discount rate

Title data

Grüne, Lars ; Wirth, Fabian:
On linear convergence of discounted optimal control problems with vanishing discount rate.
In: Beghi, Alessandro (ed.): Mathematical theory of networks and systems : Proceedings of the MTNS 98 Symposium held in Padova, Italy, July 1998. - Padova : Il Poligrafo , 1998 . - pp. 185-188
ISBN 88-7115-117-8

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Abstract in another language

In this paper we investigate the rate of convergence of the optimal value function of an infinite horizon discounted optimal control problem as the discount rate tends to zero. We provide several estimates along trajectories yielding results on the rate of convergence of the corresponding functional. Using appropriate controllability assumptions we derive a linear convergence theorem on control sets. Applications of these results are given and an example is discussed in which both linear and slower rates of convergence occur.

Further data

Item Type: Article in a book
Refereed: Yes
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Result of work at the UBT: No
DDC Subjects: 500 Science
500 Science > 510 Mathematics
Date Deposited: 24 Feb 2021 09:25
Last Modified: 06 May 2021 07:23
URI: https://eref.uni-bayreuth.de/id/eprint/63363