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Dissipativity in Infinite Horizon Optimal Control and Dynamic Programming
In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control...
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Local large deviations for periodic infinite horizon Lorentz gases
We prove optimal local large deviations for the periodic infinite horizon Lorentz gas viewed as a ℤ d -cover ( d = 1,2) of a dispersing billiard. In...
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On a Constrained Infinite-Time Horizon Linear Quadratic Game
A linear quadratic differential game on an infinite-time horizon is studied in the case when the controls of the minimizing player are subject to...
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Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the Related Hamiltonian Systems
In this work, we focus on an infinite horizon mean-field linear-quadratic stochastic control problem with jumps. Firstly, the infinite horizon linear...
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Conditional Cost Function and Necessary Optimality Conditions for Infinite Horizon Optimal Control Problems
AbstractAn infinite horizon optimal control problem with general endpoint constraints is reduced to a family of standard problems on finite time...
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A two-player game representation for a class of infinite horizon control problems under state constraints
In this paper, feedback laws for a class of infinite horizon control problems under state constraints are investigated. We provide a two-player game...
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An Improved Method for Approximating the Infinite-Horizon Value Function of the Discrete-Time Switched LQR Problem
This paper considers the problem of approximating the infinite-horizon value function of the discrete-time switched LQR problem. In particular, the...
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Projection Method for Infinite-Horizon Economic Growth Problems
A projection method is proposed for infinite-horizon economic growth problems. Exponentially discounted orthogonal Laguerre polynomials are used as...
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Control problems on infinite horizon subject to time-dependent pure state constraints
In the last decades, control problems with infinite horizons and discount factors have become increasingly central not only for economics but also...
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Necessary Conditions in Infinite-Horizon Control Problems that Need no Asymptotic Assumptions
We consider an infinite-horizon optimal control problem with an asymptotic terminal constraint. For the weakly overtaking criterion and the...
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Solvability of Infinite Horizon McKean–Vlasov FBSDEs in Mean Field Control Problems and Games
In this paper, we show existence and uniqueness of solutions of the infinite horizon McKean–Vlasov FBSDEs using two different methods, which lead to...
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Infinite Horizon Optimal Control for a General Class of Semilinear Parabolic Equations
A class of infinite horizon optimal control problems subject to semilinear parabolic equations is investigated. First and second order optimality...
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A Zero-Sum Deterministic Impulse Controls Game in Infinite Horizon with a New HJBI-QVI
In the present paper, we study a two-player, zero-sum, deterministic differential game with both players adopting impulse controls in infinite-time...
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Zero-sum infinite-horizon discounted piecewise deterministic Markov games
This paper is devoted to zero-sum piecewise deterministic Markov games with Borel state and action spaces, where the expected infinite-horizon...
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The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations
The goal of this article is to provide a detailed introduction to infinite-horizon investment–consumption problems for agents with preferences...
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Locally bounded variations epigraph property of the value function to infinite horizon optimal control problems under state constraints
This paper addresses infinite horizon control problems under state constraints and some regularity aspects of the associated value function through...
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Singular Infinite-Horizon \(H_{\infty }\) Problem
In this chapter, we consider a system consisting of an uncertain controlled linear time-invariant differential equationEquation differential and a...
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An adaptive dynamic programming-based algorithm for infinite-horizon linear quadratic stochastic optimal control problems
This paper develops a novel adaptive dynamic programming (ADP)-based model-free policy iteration (PI) algorithm to solve an infinite-horizon...
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Problems of Optimal Resource Harvesting for Infinite Time Horizon
We consider a population such that, in absence of exploitation, its dynamics is described by a system of differential equations. It is assumed that,...
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Optimal Accumulation of Factors with Linear-Homogeneous Production Functions on Infinite Time Horizon
We study the extension of the problem of optimal investments in two factors of production (physical and human capital) for an arbitrary linearly...