Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon

DOI10.1080/00207179.2010.486044zbMath1213.49035OpenAlexW2112679741MaRDI QIDQ3058315

Adrián Hernández-del-Valle, Onésimo Hernández-Lerma, Xianping Guo

Publication date: 19 November 2010

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2010.486044

zbMATH Keywords

nonlinear systemsdiscrete-time systemsinfinite horizon problemsnonstationary dynamic programming

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Numerical methods based on necessary conditions (49M05) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items

Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff ⋮ Markov decision processes with iterated coherent risk measures ⋮ First passage problems for nonstationary discrete-time stochastic control systems ⋮ Markov decision processes on Borel spaces with total cost and random horizon ⋮ Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases ⋮ Robust optimal control using conditional risk mappings in infinite horizon

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