Stability Results for Bolza Problems

Alexander J. Zaslavski
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Alexander J. Zaslavski: The Technion – Israel Institute of Technology

Chapter 4 in Discrete-Time Optimal Control and Games on Large Intervals, 2017, pp 131-191 from Springer

Abstract: Abstract In this chapter we study the structure of solutions of a discrete-time control system with a compact metric space of states X. This control system is described by a nonempty closed set Ω ⊂ X × X which determines a class of admissible trajectories (programs) and by a a pair of objective functions which determines an optimality criterion. We show that the turnpike phenomenon and the structure of solutions on finite intervals in the regions close to the endpoints are stable under small perturbations of the objective functions and the set Ω.

Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-52932-5_4

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DOI: 10.1007/978-3-319-52932-5_4

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