On the existence of a limit value in some non expansive optimal control problems

Marc Quincampoix (1) , Jérôme Renault (2, 3)

1 LM-Brest - Laboratoire de Mathématiques
2 CMAP - Centre de Mathématiques Appliquées - Ecole Polytechnique
3 X-DEP-ECO - Département d'Économie de l'École Polytechnique

We investigate a limit 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 it is usually done in the literature.

Domaines: Optimisation et contrôle [math.OC]

Marc Quincampoix, Jérôme Renault. On the existence of a limit value in some non expansive optimal control problems. SIAM Journal on Control and Optimization, 2011, 49 (5), pp.2118-2132. ⟨10.1137/090756818⟩. ⟨hal-00377857v2⟩