全球智库信息集成服务系统(G2TT): The Viability Kernel Algorithm for Computing Value Functions of Infinite Horizon Optimal Control Problems.

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来源类型	Monograph (IIASA Working Paper)
规范类型	论文
	The Viability Kernel Algorithm for Computing Value Functions of Infinite Horizon Optimal Control Problems.
	Aubin J-P; Frankowska H
发表日期	1995
出版者	IIASA, Laxenburg, Austria: WP-95-098
出版年	1995
语种	英语
摘要	We characterize in this paper the epigraph of the value function of a discounted infinite horizon optimal control problem as the viability kernel of an auxiliary differential inclusion. Then the viability kernel algorithm applied to this problem provides the value function of the discretized optimal control problem as the supremum of a nondecreasing sequence of functions iteratively defined. We also use the fact that an upper Painleve-Kuratowski limit of closed viability domains is a viability domain to prove the convergence of the discrete value functions.
主题	Dynamic Systems (DYN)
URL	http://pure.iiasa.ac.at/id/eprint/4498/
来源智库	International Institute for Applied Systems Analysis (Austria)
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/124375
推荐引用方式 GB/T 7714	Aubin J-P,Frankowska H. The Viability Kernel Algorithm for Computing Value Functions of Infinite Horizon Optimal Control Problems.. 1995.