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An Algorithm to Construct Subsolutions of Convex Optimal Control Problems - MaRDI portal

An Algorithm to Construct Subsolutions of Convex Optimal Control Problems (Q5039275)

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scientific article; zbMATH DE number 7600092
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English
An Algorithm to Construct Subsolutions of Convex Optimal Control Problems
scientific article; zbMATH DE number 7600092

    Statements

    title
    An Algorithm to Construct Subsolutions of Convex Optimal Control Problems (English)
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    publication date
    12 October 2022
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    zbMATH Keywords
    deterministic/stochastic optimal control
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    Markov decision process
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    dynamic programming
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    discrete-time subsolution
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    cites work
    Q3452586
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    Q4863593
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    Q2753173
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    Q2703816
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    Q4255599
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    Identifiers

    DOI
    10.1137/21M1402005
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    Mathematics Subject Classification ID
    90C39
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    93E20
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    49L20
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    49M25
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    zbMATH DE Number
    7600092
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    arXiv ID
    2103.00936
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    OpenAlex ID
    W3135350760
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