Résumé
We investigate the limit of the average 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 is usually done in the literature.
Référence
Marc Quincampoix et Jérôme Renault, « On the existence of a limit value in some non expansive optimal control problems », SIAM Journals, vol. 49, n° 5, 2011, p. 2118–2132.
Voir aussi
Publié dans
SIAM Journals, vol. 49, n° 5, 2011, p. 2118–2132