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

DOI10.1109/TAC.1984.1103671zbMATH Open0542.93073OpenAlexW2000684331MaRDI QIDQ3331107FDOQ3331107

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

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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)

Cited In (7)

• Title not available (Why is that?)
• Continuous-action planning for discounted infinite-horizon nonlinear optimal control with Lipschitz values
• Detecting planning horizons in deterministic infinite horizon optimal control
• Decision and forecast horizons in a stochastic environment: A survey
• Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note
• Nonturnpike optimal solutions and their approximations in infinite horizon
• Perfect information two-person zero-sum Markov games with imprecise transition probabilities

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