Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result

DOI10.1109/TAC.1984.1103671MaRDI QIDQ3331107zbMATHOpenAlexFDO

Authors C. Bes, Jean B. Lasserre

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1984.1103671

zbMATH Keywords

planning horizoninfinite horizon nonstationary stochastic optimal control

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Existence of optimal solutions to problems involving randomness (49J55) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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(9)

• Perfect information two-person zero-sum Markov games with imprecise transition probabilities
• Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
• Detecting planning horizons in deterministic infinite horizon optimal control
• scientific article; zbMATH DE number 1254178 (Why is no real title available?)
• Decision and forecast horizons in a stochastic environment: A survey
• Nonturnpike optimal solutions and their approximations in infinite horizon
• Graph planning with expected finite horizon
• Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values
• A finite state stochastic minimax optimal control problem with infinite horizon

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