Economic MPC of Markov decision processes: dissipativity in undiscounted infinite-horizon optimal control

DOI10.1016/j.automatica.2022.110602zbMath1504.93086arXiv2104.10997OpenAlexW4296849093WikidataQ114674823 ScholiaQ114674823MaRDI QIDQ2097762

Mario Zanon, Sébastien Gros

Publication date: 14 November 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.10997

zbMATH Keywords

Markov decision processesstorage functionsdissipativity for economic MPCeconomic costs

Mathematics Subject Classification ID

Lyapunov and storage functions (93D30) Markov and semi-Markov decision processes (90C40) Model predictive control (93B45)

Related Items

Stability-constrained Markov decision processes using MPC, Learning‐based model predictive control under value iteration with finite approximation errors

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