Horizon-Uniform Sensitivity and Decay of Terminal Reward Perturbations in Discrete-Time Pontryagin Systems
Read the original on arXiv AI →The paper investigates local stationary solutions of finite‑horizon discrete‑time Pontryagin systems near a steady extremal. Under regularity of the stationarity equation, hyperbolicity of the reduced state–costate map, and a scaled transversality condition, the linearized boundary‑value problem admits a uniformly bounded inverse, leading to existence, uniqueness, and uniform Lipschitz estimates independent of the horizon. The study further shows that perturbations of the terminal reward decay exponentially with the horizon, and for linear‑quadratic systems with suitable conditions the Riccati matrix and initial feedback gain converge at a quantified rate, with numerical experiments confirming the theoretical predictions.
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