摘要：AbstractWe investigate the large time behavior of the value function associated to an optimal control problem in the finite dimensional case. We first establish the large time asymptotic expansion in the linear quadratic (LQ) case using the Hamiltonian structure of the Pontryagin Maximum Principle (PMP) extremal equations and some basic results of LQ theory. We then state, without proof, a general result for dissipative nonlinear systems.
