Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption

JOURNAL ARTICLE published January 2002 in SIAM Journal on Control and Optimization

Authors: Francesca Da Lio | William M. McEneaney

Turnpike Theorem for an Infinite Horizon Optimal Control Problem with Time Delay

JOURNAL ARTICLE published January 2014 in SIAM Journal on Control and Optimization

Authors: Musa A. Mammadov

Optimal Control with Infinite Horizon for Distributed Parameter Systems with Constrained Controls

JOURNAL ARTICLE published July 1991 in SIAM Journal on Control and Optimization

Authors: G. Di Blasio

Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems

JOURNAL ARTICLE published January 2021 in SIAM Journal on Control and Optimization

Research funded by Hunan Provincial Innovation Foundation for Postgraduate (CX20190093) | National Natural Science Foundation of China (61803386) | National Science Foundation (DMS-1812921)

Authors: Jianping Huang | Jiongmin Yong | Hua-Cheng Zhou

Infinite-Horizon Variational Problems with Nonconvex Integrands

JOURNAL ARTICLE published July 1996 in SIAM Journal on Control and Optimization

Authors: Arie Leizarowitz | Alexander J. Zaslavski

Stochastic Linear-Quadratic Control with Conic Control Constraints on an Infinite Time Horizon

JOURNAL ARTICLE published January 2004 in SIAM Journal on Control and Optimization

Authors: Xi Chen | Xun Yu Zhou

Linear Programming Approach to Deterministic Infinite Horizon Optimal Control Problems with Discounting

JOURNAL ARTICLE published January 2009 in SIAM Journal on Control and Optimization

Authors: Vladimir Gaitsgory | Marc Quincampoix

Infinite Horizon Optimal Control Problems for a Class of Semilinear Parabolic Equations

JOURNAL ARTICLE published August 2022 in SIAM Journal on Control and Optimization

Authors: Eduardo Casas | Karl Kunisch

Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: Axel Kröner | Athena Picarelli | Hasnaa Zidani

Turnpike Property of Optimal Solutions of Infinite-Horizon Variational Problems

JOURNAL ARTICLE published July 1997 in SIAM Journal on Control and Optimization

Authors: A. J. Zaslavski

Explicit Solutions for Singular Infinite Horizon Calculus of Variations

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: Eladio Ocan͂a | Pierre Cartigny

Infinite-Horizon Linear-Quadratic Regulator Problems for Nonautonomous Parabolic Systems with Boundary Control

JOURNAL ARTICLE published January 1996 in SIAM Journal on Control and Optimization

Authors: Paolo Acquistapace | Brunello Terreni

Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching

JOURNAL ARTICLE published January 2021 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (11771327,11831014)

Authors: Qian Feng | Jinghai Shao

Generalised Risk-Sensitive Control in Infinite Horizon

PROCEEDINGS ARTICLE published 27 June 2014 in Vulnerability, Uncertainty, and Risk

Authors: Bujar Gashi | Moyu Zhang

Finite- and Infinite-Horizon Shapley Games with Nonsymmetric Partial Observation

JOURNAL ARTICLE published January 2015 in SIAM Journal on Control and Optimization

Authors: Arnab Basu | Łukasz Stettner

A Turnpike Theory for Infinite-Horizon Open-Loop Competitive Processes

JOURNAL ARTICLE published July 1996 in SIAM Journal on Control and Optimization

Authors: D. Carlson | A. Haurie

Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Research funded by H2020 European Research Council (668998)

Authors: Tobias Breiten | Karl Kunisch | Laurent Pfeiffer

Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients

JOURNAL ARTICLE published January 2009 in SIAM Journal on Control and Optimization

Authors: Giuseppina Guatteri | Federica Masiero

Approximate Fixed Point Iteration with an Application to Infinite Horizon Markov Decision Processes

JOURNAL ARTICLE published January 2008 in SIAM Journal on Control and Optimization

Authors: Anthony Almudevar

Minimizing Infinite Time Horizon Discounted Cost with Mean, Variance, and Bounded Variation Controls

JOURNAL ARTICLE published January 2003 in SIAM Journal on Control and Optimization

Authors: Ananda Weerasinghe