Existence Results and Finite Horizon Approximates for Infinite Horizon Optimization Problems
无限期优化问题的解存在性与有限期近似
Existence is obtained under a growth condition on paths that are asymptotic to turnpikes whose growth rate equals or exceeds that of the discount rate. Finite horizon approximates, that are computationally tractable, are used t o obtain solutions that yield lower and upper bounds for the optimal value. The technique used is that of epi-convergence. The lower bound estimates come from smoothing out of the tails of the trajectories, and the upper bound estimates from…