English

A uniform Tauberian theorem in optimal control

Optimization and Control 2010-04-26 v1

Abstract

In an optimal control framework, we consider the value VT(x)V_T(x) of the problem starting from state xx with finite horizon TT, as well as the value Vλ(x)V_\lambda(x) of the λ\lambda-discounted problem starting from xx. We prove that uniform convergence (on the set of states) of the values VT()V_T(\cdot) as TT tends to infinity is equivalent to uniform convergence of the values Vλ()V_\lambda(\cdot) as λ\lambda tends to 0, and that the limits are identical. An example is also provided to show that the result does not hold for pointwise convergence. This work is an extension, using similar techniques, of a related result in a discrete-time framework \cite{LehSys}.

Keywords

Cite

@article{arxiv.1004.4174,
  title  = {A uniform Tauberian theorem in optimal control},
  author = {Miquel Oliu-Barton and Guillaume Vigeral},
  journal= {arXiv preprint arXiv:1004.4174},
  year   = {2010}
}

Comments

14 pages

R2 v1 2026-06-21T15:14:05.942Z