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hal-00377857, version 2

On the existence of a limit value in some non expansive optimal control problems

Marc Quincampoix () 1, Jérôme Renault (Author to contact preferably) 2, 3

SIAM Journal on Control and Optimization 49, 5 (2011) 2118-2132

Abstract: We investigate a limit value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state as it is usually done in the literature.

  • 1:  Laboratoire de Mathématiques (LM-Brest)
  • CNRS : FRE2218 – Université de Bretagne Occidentale [UBO]
  • 2:  Centre de Mathématiques Appliquées - Ecole Polytechnique (CMAP)
  • Polytechnique - X – CNRS : UMR7641
  • 3:  Department of Economics, Ecole Polytechnique
  • CNRS : UMR7176 – Polytechnique - X
  • Domain : Mathematics/Optimization and Control
  • Internal note : cahier de recherche 2009-33
  • Available versions :  v1 (2009-04-23) v2 (2009-10-21)
 
  • hal-00377857, version 2
  • http://hal.archives-ouvertes.fr/hal-00377857
  • oai:hal.archives-ouvertes.fr:hal-00377857
  • From: Jérôme Renault <>
  • Submitted on: Wednesday, 21 October 2009 15:31:02
  • Updated on: Tuesday, 7 May 2013 15:04:21