Geodesic
Estimate for the Accuracy of a Backward Procedure for the Hamilton--Jacobi Equation in an Infinite-Horizon Optimal Control Problem
Informatics and Automation, Optimal control and differential equations, Tome 304 (2019), pp. 123-136

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We consider an infinite-horizon optimal control problem with an integral objective functional containing a discount factor in the integrand. A specific feature of the problem is the assumption that the integrand may be unbounded. The main result of the paper is an estimate of the approximation accuracy in a backward procedure for solving the Hamilton–Jacobi equation corresponding to the optimal control problem.
Keywords: optimal control, infinite horizon, value function, Hamilton–Jacobi equation, discrete approximation, accuracy estimate. 
@article{TRSPY_2019_304_a6,
     author = {A. L. Bagno and A. M. Tarasyev},
     title = {Estimate for the {Accuracy} of a {Backward} {Procedure} for the {Hamilton--Jacobi} {Equation} in an {Infinite-Horizon} {Optimal} {Control} {Problem}},
     journal = {Informatics and Automation},
     pages = {123--136},
     publisher = {mathdoc},
     volume = {304},
     year = {2019},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TRSPY_2019_304_a6/}
}
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A. L. Bagno; A. M. Tarasyev. Estimate for the Accuracy of a Backward Procedure for the Hamilton--Jacobi Equation in an Infinite-Horizon Optimal Control Problem. Informatics and Automation, Optimal control and differential equations, Tome 304 (2019), pp. 123-136. http://geodesic.mathdoc.fr/item/TRSPY_2019_304_a6/