Infinite Horizon Optimal Control Problems with Discount Factors
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2026
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866913057832173568 |
|---|---|
| author | Casas, Eduardo Kunisch, Karl |
| author_facet | Casas, Eduardo Kunisch, Karl |
| contents | This paper is dedicated to the analysis of infinite horizon optimal control problems subject to semilinear parabolic equations with constraints on the controls and discounted cost functionals. The discount factors on the cost and the state components are allowed to differ from each other. First-order as well as second-order optimality conditions are derived and the importance of allowing different discount factors for the second-order analysis for the class of nonlinearities under consideration is demonstrated. Finally convergence and rate of convergence for the approximation of the infinite horizon problem by a family of finite horizon problems is proven. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_21577 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Infinite Horizon Optimal Control Problems with Discount Factors Casas, Eduardo Kunisch, Karl Optimization and Control 35K58, 49J20, 49J52 This paper is dedicated to the analysis of infinite horizon optimal control problems subject to semilinear parabolic equations with constraints on the controls and discounted cost functionals. The discount factors on the cost and the state components are allowed to differ from each other. First-order as well as second-order optimality conditions are derived and the importance of allowing different discount factors for the second-order analysis for the class of nonlinearities under consideration is demonstrated. Finally convergence and rate of convergence for the approximation of the infinite horizon problem by a family of finite horizon problems is proven. |
| title | Infinite Horizon Optimal Control Problems with Discount Factors |
| topic | Optimization and Control 35K58, 49J20, 49J52 |
| url | https://arxiv.org/abs/2604.21577 |