On the relation between discounted and average optimal control problems

L. Grüne: On the relation between discounted and average optimal control problems
Journal of Differential Equations 148, 65 - 99, 1998

DOI: 10.1006/jdeq.1998.3451
Keywords: deterministic nonlinear optimal control; discounted optimal control; average optimal control; Morse decomposition; viable sets; chain control sets; control sets; viability
Download as PDF


Abstract:

We investigate the relation between discounted and average optimal control problems for nonlinear control systems. In particular we are 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-Tauberian type theorem, controllability properties of the system and the Morse decomposition of the corresponding control flow.

Chair -

|  University of Bayreuth -