Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon

Xianping Guo, Adrián Hernández-Del-Valle, Onesimo Hernández-Lerma

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

This article is about nonstationary nonlinear discrete-time deterministic and stochastic control systems with Borel state and control spaces, possibly noncompact control constraint sets, and unbounded costs. The control problem is to minimise an infinite-horizon total cost performance index. Using dynamic programming arguments we show that, under suitable assumptions, the optimal cost functions satisfy optimality equations, which in turn give a procedure to find optimal control policies. © 2010 Taylor & Francis.
Original languageAmerican English
Pages (from-to)1751-1757
Number of pages1575
JournalInternational Journal of Control
DOIs
StatePublished - 1 Sep 2010
Externally publishedYes

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Stochastic control systems
Discrete time control systems
Dynamic programming
Cost functions
Costs

Cite this

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Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon. / Guo, Xianping; Hernández-Del-Valle, Adrián; Hernández-Lerma, Onesimo.

In: International Journal of Control, 01.09.2010, p. 1751-1757.

Research output: Contribution to journalArticle

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