We present in this Note a simple example for an ergodic deterministic control problem in an infinite dimensional Hilbert space, for which classical results in finite dimensions fail. More precisely, this example shows that the convergence of value functions is not uniform in general as the discount factor goes to 0, or when the horizon of the problem goes to +∞.
|Number of pages||5|
|Journal||Comptes Rendus de l'Academie des Sciences - Series I: Mathematics|
|Publication status||Published - 1997 Jul|
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