A uniform Tauberian theorem in optimal control
Optimization and Control
2010-04-26 v1
Abstract
In an optimal control framework, we consider the value of the problem starting from state with finite horizon , as well as the value of the -discounted problem starting from . We prove that uniform convergence (on the set of states) of the values as tends to infinity is equivalent to uniform convergence of the values as 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}.
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}
}
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14 pages