Algorithms for solving discrete optimal control problems with varying time of states' transactions of dynamical systems

zbMATH Open1187.90308MaRDI QIDQ3408232FDOQ3408232

Authors: Stefan Pickl, Dmitrii Lozovanu 

Publication date: 25 February 2010

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zbMATH Keywords

dynamic programmingdiscrete optimal controlcontrol problem on financial networktransition-time function

Mathematics Subject Classification ID

Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20)

Cited In (9)

• Algorithms for solving discrete control problems on networks
• Algorithms for solving discrete optimal control problems with infinite time horizon and determining minimal mean cost cycles in a directed graph as decision support tool
• Some efficient algorithms for unconstrained discrete-time optimal control problems
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• Dynamic programming algorithms for solving stochastic discrete control problems
• Effective algorithms for a class of discrete valued optimal control problems
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• Discrete optimal control problem with varying time of states transactions of dynamical system and algorithm for its solving
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