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³ ´³ ´<br />
Lemma 7. Take L u;± (t) = q u;± ¡q u;±<br />
t k u;± ¡k u;±<br />
t de…ned earlier. Then for<br />
any " > 0 and 1 > ± 3 > 0 there exists L ";±<br />
3 < 0; L ";±<br />
3 2 ± ¸± 3 andu2U: Furthermore,limL<br />
";± 3=0:<br />
"!0<br />
Proof: Simply takeL ";± 3=<br />
k)± ¡1 : ¤<br />
min<br />
(x;k;q;q 0 )2< 4n<br />
+ ;jx¡kj";jxj;jkj M;jqj;jq ~ 0 jN 1 ;± 3 ±1<br />
(q¡q 0 )(x¡<br />
Theorem 2 (A Generalized U-neighborhood Turnpike Theorem) For any ">0<br />
there exists N(") and 00, and± 1 (") 2<br />
(0;1) such that, for allu2U and1>± ¸± 1 ¯<br />
("), whenever we have ¯k u;±<br />
t¡1 ¡k u;±¯¯¯><br />
", thenf u;± (k u;±<br />
t¡1 ;ku;± t ) ¸ ½("). Hence, by (33), we have that for all u 2 U and<br />
1>± ¸± 1 (")<br />
¯<br />
¯k u;±<br />
t¡1 ¡k u;±¯¯¯>"; impliesL u;± (t) ¡± ¡1 L u;± (t ¡1) ¸½(") (34)<br />
Now, letN(")=2+ sup ¡2L u;± (0)=½(") and L= ~ inf L u;± (0).<br />
1¸±¸± 1 (");u2U<br />
1¸±¸± 1 (");u2U<br />
³ ´ ¡k ¢<br />
Note that since L u;± (0) = q u;± ¡q u;±<br />
0<br />
u;± ¡k 0 , N(") and L ~ are well de…ned<br />
22