eprintid: 4498 rev_number: 25 eprint_status: archive userid: 351 dir: disk0/00/00/44/98 datestamp: 2016-01-15 02:05:58 lastmod: 2021-08-27 17:15:14 status_changed: 2016-01-15 02:05:58 type: monograph metadata_visibility: show item_issues_count: 2 creators_name: Aubin, J.-P. creators_name: Frankowska, H. creators_id: 7347 creators_id: AL0659 title: The Viability Kernel Algorithm for Computing Value Functions of Infinite Horizon Optimal Control Problems ispublished: pub internal_subjects: iis_cmp internal_subjects: iis_met internal_subjects: iis_sys divisions: prog_dyn abstract: We characterize in this paper the epigraph of the value function of a discounted infinite horizon optimal control problem as the viability kernel of an auxiliary differential inclusion. Then the viability kernel algorithm applied to this problem provides the value function of the discretized optimal control problem as the supremum of a nondecreasing sequence of functions iteratively defined. We also use the fact that an upper Painleve-Kuratowski limit of closed viability domains is a viability domain to prove the convergence of the discrete value functions. date: 1995-09 date_type: published publisher: WP-95-098 iiasapubid: WP-95-098 price: 10 creators_browse_id: 1134 creators_browse_id: 1884 full_text_status: public monograph_type: working_paper place_of_pub: IIASA, Laxenburg, Austria pages: 26 coversheets_dirty: FALSE fp7_type: info:eu-repo/semantics/book citation: Aubin, J.-P. & Frankowska, H. (1995). The Viability Kernel Algorithm for Computing Value Functions of Infinite Horizon Optimal Control Problems. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-95-098 document_url: https://pure.iiasa.ac.at/id/eprint/4498/1/WP-95-098.pdf