An iterative procedure for constructing subsolutions of discrete-time optimal control problems

DOI10.1137/100803493MaRDI QIDQ3224977zbMATH OpenOpenAlexFDO

Authors Markus Fischer

Publication date 13 March 2012

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100803493

zbMATH Keywords

deterministic optimal controldiscrete-time subsolutiondynamic programmingMarkov decision processstochastic optimal control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Discrete-time control/observation systems (93C55)

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