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Stabilization with discounted optimal control

Vladimir Gaitsgory
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Lars Grüne
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Neil Thatcher
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We provide a condition under which infinite horizon discounted optimal control prob-lems can be used in order to obtain stabilizing controls for nonlinear systems. The paper gives a mathematical analysis of the problem as well as an illustration by a numerical example.
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hal-01098328 , version 1 (23-12-2014)


  • HAL Id : hal-01098328 , version 1


Vladimir Gaitsgory, Lars Grüne, Neil Thatcher. Stabilization with discounted optimal control. 2014. ⟨hal-01098328⟩
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