ON CHARACTERIZING OPTIMAL POLICIES IN INFINITE-HORIZON STOCHASTIC-CONTROL

被引：0
|
作者：
KENNEDY, DP
机构：
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1980年 / 18卷 / 05期
关键词：
D O I：
10.1137/0318042
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
引用
收藏
页码：576 / 584
页数：9
相关论文
共 50 条
  • [11] Pseudospectral methods for infinite-horizon optimal control problems
    Fahroo, Fariba
    Ross, I. Michael
    JOURNAL OF GUIDANCE CONTROL AND DYNAMICS, 2008, 31 (04) : 927 - 936
  • [12] Optimal infinite-horizon control for probabilistic Boolean networks
    Pal, Ranadip
    Datta, Aniruddha
    Dougherty, Edward R.
    IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2006, 54 (06) : 2375 - 2387
  • [13] CONDITIONS FOR CHARACTERIZING THE STRUCTURE OF OPTIMAL STRATEGIES IN INFINITE-HORIZON DYNAMIC PROGRAMS
    PORTEUS, E
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1982, 36 (03) : 419 - 432
  • [14] Stability of infinite-horizon optimal control with discounted cost
    Postoyan, R.
    Busoniu, L.
    Nesic, D.
    Daafouz, J.
    2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2014, : 3903 - 3908
  • [15] Infinite-horizon optimal control problems for nonlinear systems
    Sassano, M.
    Mylvaganam, T.
    Astolfi, A.
    2021 60TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2021, : 1721 - 1741
  • [16] PERTURBED INFINITE-HORIZON OPTIMAL-CONTROL PROBLEMS
    YE, JJ
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1994, 182 (01) : 90 - 112
  • [17] A polynomial chaos approach to stochastic LQ optimal control: Error bounds and infinite-horizon results
    Ou, Ruchuan
    Schiessl, Jonas
    Baumann, Michael Heinrich
    Gruene, Lars
    Faulwasser, Timm
    AUTOMATICA, 2025, 174
  • [18] Infinite-Horizon, Multiple-Cumulant Cost Density-Shaping for Stochastic Optimal Control
    Zyskowski, Matthew
    Diersing, Ronald
    2011 AMERICAN CONTROL CONFERENCE, 2011,
  • [19] Infinite-horizon competitive programs are optimal
    Dasgupta, S
    Mitra, T
    JOURNAL OF ECONOMICS-ZEITSCHRIFT FUR NATIONALOKONOMIE, 1999, 69 (03): : 217 - 238
  • [20] Necessary conditions for nonsmooth, infinite-horizon, optimal control problems
    Seierstad, A
    JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 1999, 103 (01) : 201 - 229
12345