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

MaRDI QIDQ3408232zbMATH OpenFDO

Authors Stefan Pickl, Dmitrii Lozovanu

Publication date 25 February 2010

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)

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• 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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