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Abstract: We give a representation for the closed convex hull of the set of discounted occupational measures generated by control-state trajectories of a deterministic control system. We also investigate the limit behavior of the latter when the discount factor tends to zero and compare it with the limit behavior of the long run time average occupational measures set. The novelty of our results is in that we allow the control set dependence on the state variables that make the results to be applicable to differential inclusions. [Copyright &y& Elsevier]

We study a classical stochastic optimal control problem with constraints and discounted payoff in an infinite horizon setting. The main result of the present paper lies in the fact that this optimal control problem is shown to have the same value as a linear optimization problem stated on some appropriate space of probability measures. This enables one to derive a dual formulation that appears to be strongly connected to the notion of (viscosity sub) solution to a suitable Hamilton-Jacobi-Bellman equation. We also discuss relation with long-time average problems. [ABSTRACT FROM AUTHOR]

Abstract. We characterize functions satisfying a dissipative inequality associated with a control problem. Such a characterization is provided in terms of an epicontingent solution, or a viscosity supersolution to a partial differential equation called Isaacs' equation. Links between supersolutions and epicontingent solutions to Isaacs' equation are studied. Finally, we derive (possibly discontinuous) disturbance attenuation feedback of the H[sup∞] problem from contingent formulation of Isaacs' equation. [ABSTRACT FROM AUTHOR]