Optimal programs on infinite horizon 2

Optimal programs on infinite horizon 2

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Article ID: iaor19961027
Country: United States
Volume: 33
Issue: 6
Start Page Number: 1661
End Page Number: 1686
Publication Date: Nov 1995
Journal: SIAM Journal on Control and Optimization
Authors:
Keywords: programming: nonlinear, control processes
Abstract:

The paper considers the limit behavior, as equ1, of the expression equ2 for programs equ3 in a compact metric space equ4, where equ5 is a real-valued function defined on equ6. It studies the structure of equ7-weakly optimal programs and establish a turnpike theorem for a generic continuous function equ8. The paper also proves the existence of an almost periodic equ9-optimal program for a generic continuous function equ10.

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