Stabilization with discounted optimal control

Vladimir Gaitsgory, Lars Grüne, Neil Thatcher

Systems & Control Letters · 2015 · 47 citations · 17 references

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Abstract

We provide a condition under which infinite horizon discounted optimal control problems 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.

References

17