An on-line procedure in discounted infinite-horizon stochastic optimal control

DOI10.1007/BF00938477zbMath0571.93072OpenAlexW2016167804MaRDI QIDQ1062029

C. Bes, Jean-Bernard Lasserre

Publication date: 1986

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00938477

zbMATH Keywords

discounted costdiscrete-time, infinite-horizon optimal controlforecast/planning horizonson-line procedure

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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Cites Work

• Dynamic programming and stochastic control
• Universal Planning Horizons for Generalized Convex Production Scheduling
• Detecting planning horizons in deterministic infinite horizon optimal control
• An Extension to Modigliani and Hohn's Planning Horizons Results
• Turnpike Theory
• Production Planning Over Time and the Nature of the Expectation and Planning Horizon