“Ergodic Approach for Turnpike using HJB equation” by Hicham Kouhkouh

2018/06/18
10:00 – 11:00
TIMON Room at DeustoTech
 
We shall prove for LQ optimal problem that the asymptotic behavior of the value function writes as a quadratic function in space and a linear function in time. We will describe the behavior of level sets of the latter and withdraw some turnpike properties in this setting.
 
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