infinite horizon problems
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Economic NMPC for averaged infinite horizon problems with periodic approximations

Automatica ◽  
2020 ◽  
Vol 117 ◽  
pp. 109001
Author(s):  
Jürgen Gutekunst ◽  
Hans Georg Bock ◽  
Andreas Potschka
Keyword(s):  
Infinite Horizon ◽  
Infinite Horizon Problems ◽  
Horizon Problems

scholarly journals Probabilistic Interpretation of Solutions of Linear Ultraparabolic Equations

Mathematics ◽  
2018 ◽  
Vol 6 (12) ◽  
pp. 286
Author(s):  
Michael Marcozzi
Keyword(s):  
Infinite Horizon ◽  
Probabilistic Interpretation ◽  
Ultraparabolic Equations ◽  
Spatial Domains ◽  
Unbounded Spatial Domains ◽  
Infinite Horizon Problems ◽  
Horizon Problems

We demonstrate the existence, uniqueness and Galerkin approximatation of linear ultraparabolic terminal value/infinite-horizon problems on unbounded spatial domains. Furthermore, we provide a probabilistic interpretation of the solution in terms of the expectation of an associated ultradiffusion process.

scholarly journals Infinite-Horizon Problems Under Periodicity Constraint

2017 ◽  
Vol 46 (1) ◽  
pp. 127-147 ◽  
Author(s):  
Joël Blot ◽  
Abdelkader Bouadi ◽  
Bruno Nazaret
Keyword(s):  
Infinite Horizon ◽  
Infinite Horizon Problems ◽  
Horizon Problems
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