Compactification of calculation domains in approximation schemes for value functions of optimal control problems with infinite horizon

The paper is devoted to analysis of the structure of approximation schemes for value functions in optimal control problems with the infinite time horizon. The problem peculiarity is a quality functional with an unbounded integrand, which is discounted by an exponential index. The main result is redu...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Bagno, Alexander L., Tarasyev, Alexander M.
Format:	Tagungsbericht
Sprache:	eng
Schlagworte:	Approximation Domains Finite difference method Optimal control System dynamics
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!