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首页> 外文期刊>Discrete and continuous dynamical systems >ASYMPTOTIC PROBLEMS IN OPTIMAL CONTROL WITH A VANISHING LAGRANGIAN AND UNBOUNDED DATA
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ASYMPTOTIC PROBLEMS IN OPTIMAL CONTROL WITH A VANISHING LAGRANGIAN AND UNBOUNDED DATA

机译:具有消失的拉格朗日和无界数据的最优控制中的渐近问题

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摘要

In this paper we give a representation formula for the limit of the finite horizon problem as the horizon becomes infinite, with a nonnegative Lagrangian and unbounded data. It is related to the limit of the discounted infinite horizon problem, as the discount factor goes to zero. We give sufficient conditions to characterize the limit function as unique nonnegative solution of the associated HJB equation. We also briefly discuss the ergodic problem.
机译:在本文中,我们给出了随着非负Lagrangian数据和无界数据,当视界变得无限时有限视界问题极限的表示公式。当贴现因子变为零时,它与无限制无限期问题的极限有关。我们给出了足够的条件来将极限函数表征为相关HJB方程的唯一非负解。我们还将简要讨论遍历问题。

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