Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases
DOI10.1016/J.SYSCONLE.2011.04.006zbMATH Open1222.93135OpenAlexW2086355133MaRDI QIDQ553376FDOQ553376
Authors: Xianping Guo, Adrián Hernández-del-Valle, Onésimo Hernández-Lerma 
Publication date: 27 July 2011
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2011.04.006
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nonlinear systemstime-varying systemsdiscrete-time control systemsnonstationary dynamic programmingtime-nonhomogeneous systems
Dynamic programming (90C39) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
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Cited In (9)
- Robust and nonlinear control literature survey (No. 26)
- An average-value-at-risk criterion for Markov decision processes with unbounded costs
- Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff
- Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
- Markov decision processes with iterated coherent risk measures
- Title not available (Why is that?)
- On the Euler equation approach to discrete-time nonstationary optimal control problems
- Title not available (Why is that?)
- First passage problems for nonstationary discrete-time stochastic control systems
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