Existence of optimal stationary policies in deterministic optimal control

DOI10.1016/0022-247X(79)90171-9MaRDI QIDQ754470zbMATH OpenOpenAlexFDO

Authors Dimitri P. Bertsekas, Steven Shreve

Publication date 1979

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247x(79)90171-9

zbMATH Keywords

discrete-time optimal controlexistenceinfinite horizonstationary systemdeterministic optimal controlnonpositive costoptimal stationary policies

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Model systems in control theory (93C99) Existence theories for problems in abstract spaces (49J27)

Cites work

• scientific article; zbMATH DE number 3216771 (Why is no real title available?)
• scientific article; zbMATH DE number 3301983 (Why is no real title available?)
• Dynamic programming and stochastic control
• On the Existence of Stationary Optimal Strategies
• Stochastic optimal control. The discrete time case

Cited in

(2)

• Undiscounted control policy generation for continuous-valued optimal control by approximate dynamic programming
• Finite state Markov decision models with average reward criteria

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