Different interpretations of the improper integral objective in an infinite horizon control problem |
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| Authors: | Valeriya Lykina |
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| Affiliation: | Cottbus University of Technology, Institute of Mathematics, POB 101344, D-03013 Cottbus, Germany |
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| Abstract: | ![]()
We provide an example of a convex infinite horizon problem with a linear objective functional where the different interpretations of the improper integral  in either Lebesgue or Riemann sense lead to different but finite optimal values. |
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| Keywords: | Optimal control Infinite horizon Convex problem Lebesgue integral Improper Riemann integral |
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