Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
From MaRDI portal
Publication:553376
DOI10.1016/j.sysconle.2011.04.006zbMath1222.93135MaRDI QIDQ553376
Onésimo Hernández-Lerma, Adrián Hernández-del-Valle, Xianping Guo
Publication date: 27 July 2011
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2011.04.006
nonlinear systems; time-varying systems; discrete-time control systems; nonstationary dynamic programming; time-nonhomogeneous systems
93C10: Nonlinear systems in control theory
93C55: Discrete-time control/observation systems
90C39: Dynamic programming
93E20: Optimal stochastic control
Related Items
Unnamed Item, On the Euler equation approach to discrete-time nonstationary optimal control problems, First passage problems for nonstationary discrete-time stochastic control systems, Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff, An average-value-at-risk criterion for Markov decision processes with unbounded costs, Robust and nonlinear control literature survey (No. 26), Markov decision processes with iterated coherent risk measures
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
- On overtaking optimal tracking for linear systems
- Measurable selection theorems for optimization problems
- Nonzero-sum non-stationary discounted Markov game model
- Dynamic programming in economics.
- Adaptive Markov control processes
- Optimality criteria for deterministic discrete-time infinite horizon optimization
- Turnpike properties in the calculus of variations and optimal control
- Limiting Average Criteria For Nonstationary Markov Decision Processes
- Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
- An existence theorem for discrete-time infinite-horizon optimal control problems
- Control aspects of linear discrete time-varying systems
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Optimal Plans for Dynamic Programming Problems
- Solution approximation in infinite horizon linear quadratic control
- Remarks on the Control of Discrete-Time Distributed Parameter Systems
- Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon