An on-line procedure in discounted infinite-horizon stochastic optimal control (Q1062029)
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scientific article; zbMATH DE number 3912257
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| English | An on-line procedure in discounted infinite-horizon stochastic optimal control |
scientific article; zbMATH DE number 3912257 |
Statements
An on-line procedure in discounted infinite-horizon stochastic optimal control (English)
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1986
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We consider the discrete-time, infinite-horizon optimal control problem with discounted cost. We propose a test to detect forecast/planning horizons, and derive an on-line procedure for solving the original problem.
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discrete-time, infinite-horizon optimal control
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discounted cost
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forecast/planning horizons
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on-line procedure
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