Stability Properties of the Value Function in an Infinite Horizon Optimal Control Problem

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
JournalProceedings of the Steklov Institute of Mathematics
Volume301
DOIs
Publication statusPublished - 1 Jul 2018

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Infinite Horizon
Value Function
Optimal Control Problem
Minimax
Financial Modeling
Discount Factor
Economic Growth
Growth Process
Integrand
Coincidence
Approximation Methods
Logarithmic
Uniqueness
Asymptotic Behavior
Control System
Economics
Grid
Necessary Conditions
Sufficient Conditions
Modeling

Keywords

  • Hamilton–Jacobi equation
  • infinite horizon
  • minimax solution
  • optimal control
  • stability properties
  • value function

ASJC Scopus subject areas

  • Mathematics (miscellaneous)

WoS ResearchAreas Categories

  • Mathematics, Applied
  • Mathematics

GRNTI

  • 27.00.00 MATHEMATICS

Level of Research Output

  • VAK List

Cite this

@article{2628a33a8698475fa3b0f77fe78af564,
title = "Stability Properties of the Value Function in an Infinite Horizon Optimal Control Problem",
keywords = "Hamilton–Jacobi equation, infinite horizon, minimax solution, optimal control, stability properties, value function",
author = "Bagno, {A. L.} and Tarasyev, {A. M.}",
year = "2018",
month = "7",
day = "1",
doi = "10.1134/S0081543818050012",
language = "English",
volume = "301",
journal = "Proceedings of the Steklov Institute of Mathematics",
issn = "0081-5438",
publisher = "Maik Nauka-Interperiodica Publishing",

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JO - Proceedings of the Steklov Institute of Mathematics

JF - Proceedings of the Steklov Institute of Mathematics

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