22 citations · 74 across the 18 of their papers we have counts for
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math.OC2015★ 6 cited
On Lipschitz continuity of value functions for infinite horizon problem
Dmitry Khlopin
We investigate conditions of optimality for an infinite horizon control problem and consider their correspondence with the value function. Assuming Lipschitz continuity of the valu…
math.OC2015
On Hamiltonian as limiting gradient in infinite horizon problem
Dmitry Khlopin
Necessary conditions of optimality in the form of the Pontryagin Maximum Principle are derived for the Bolza-type discounted problem with free right end. The optimality is understo…
math.OC2015
On asymptotic value for dynamic games with saddle point
Dmitry Khlopin
The paper is concerned with two-person games with saddle point. We investigate the limits of value functions for long-time-average payoff, discounted average payoff, and the payoff…