Stable Optimal Control and Semicontractive Dynamic Programming

DOI10.1137/17M1122815zbMath1386.49040arXiv1712.06659MaRDI QIDQ3130440

Dimitri P. Bertsekas

Publication date: 22 January 2018

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

Full work available at URL: https://arxiv.org/abs/1712.06659

zbMATH Keywords

dynamic programmingshortest pathpolicy iterationvalue iterationdiscrete-time optimal controlstable policy

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Existence theories for optimal control problems involving relations other than differential equations (49J21)

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Cites Work

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