Abstract
In this chapter we consider several asymptotic problems in optimal control. Our approach is to pass to the limit as the relevant parameter goes to zero in the Hamilton-Jacobi-Bellman equation satisfied by the value function and characterize the limit value function as the viscosity solution of the limit equation.
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© 1997 Springer Science+Business Media New York
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Bardi, M., Capuzzo-Dolcetta, I. (1997). Asymptotic problems. In: Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. Systems & Control: Foundations & Applications. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-0-8176-4755-1_7
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DOI: https://doi.org/10.1007/978-0-8176-4755-1_7
Publisher Name: Birkhäuser, Boston, MA
Print ISBN: 978-0-8176-4754-4
Online ISBN: 978-0-8176-4755-1
eBook Packages: Springer Book Archive