Optimal steady states, excessive functions, and deterministic dynamic programs

DOI10.1016/0022-247X(89)90353-3MaRDI QIDQ912004zbMATH OpenFDO

Authors James Flynn

Publication date 1989

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(89)90353-3

zbMATH Keywords

excessive functionsinfinite planning horizonLagrangian saddle-pointsoptimal steady statesundiscounted, deterministic, stationary dynamic programming

Mathematics Subject Classification ID

Dynamic programming (90C39)

Review text

The paper deals with the undiscounted, deterministic, stationary dynamic programming model with state and action spaces being subsets of Euclidean spaces, bounded cost function, and infinite planning horizon. The author defines optimal steady states and discusses the relationship between them and Lagrangian saddle-points. Then he introduces excessive functions and characterizes by means of them optimal steady states.

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Cites work

• A Dynamic Programming Model of Fractional Flows with Application to Maintenance and Replacement Problems
• An Algorithm for a Dynamic Programming Model of Fractional Flows
• scientific article; zbMATH DE number 3720709 (Why is no real title available?)
• scientific article; zbMATH DE number 3320765 (Why is no real title available?)
• scientific article; zbMATH DE number 3378671 (Why is no real title available?)
• On optimality criteria for dynamic programs with long finite horizons
• Steady State Policies for Deterministic Dynamic Programs

Cited in

(4)

• Average cost Markov decision processes: Optimality conditions
• Computing efficient steady state policies for deterministic dynamic programs. I
• Steady-state properties in a class of dynamic models
• A survey of average cost problems in deterministic discrete-time control systems

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