SIAM Journal on Control and Optimization · 2011 · 49 citations · 12 references
Natural SciencesMathematicsDynamical SystemsOptimizationControl Of Dynamical SystemsControl TheoryNonlinear ControlOptimal ControlStochastic ControlFinite Horizon ControlOptimal Control Existence TheoremsStochastic Optimal Control
We investigate the limit of the average value of an optimal control problem when the horizon converges to infinity. For this aim, we suppose suitable nonexpansive-like assumptions which does not imply that the limit is independent of the initial state, as is usually done in the literature.
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Martingale approach to some limit theorems
George Papanicolaou · Medical Entomology and Zoology · 1977 · 286 citations