TY - JOUR
T1 - Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
AU - Guo, Xianping
AU - Hernández-Del-Valle, Adrián
AU - Hernández-Lerma, Onesimo
N1 - Funding Information:
The research of O. Hernández-Lerma was partially supported by the Consejo Nacional de Ciencia y Tecnología (CONACyT) grant 104001. The research of X.P. Guo was supported by NSFC.
PY - 2010/9
Y1 - 2010/9
N2 - 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.
AB - 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.
KW - discrete-time systems
KW - infinite horizon problems
KW - nonlinear systems
KW - nonstationary dynamic programming
UR - http://www.scopus.com/inward/record.url?scp=77955959361&partnerID=8YFLogxK
U2 - 10.1080/00207179.2010.486044
DO - 10.1080/00207179.2010.486044
M3 - Artículo
SN - 0020-7179
VL - 83
SP - 1751
EP - 1757
JO - International Journal of Control
JF - International Journal of Control
IS - 9
ER -