An explicit linear solution for the quadratic dynamic programming problem

DOI10.1007/BF00939688zbMath0628.90089OpenAlexW1972627062MaRDI QIDQ1093562

W. R. S. Sutherland, Henry Wolkowicz, Vera Zeidan

Publication date: 1988

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

Full work available at URL: https://doi.org/10.1007/bf00939688

zbMATH Keywords

stabilitylinear decision rulesdiscrete-time controldiscounted rewardsunique steady-state

Mathematics Subject Classification ID

Dynamic programming (90C39)

Related Items

The Drazin inverse of a semilinear transformation and its matrix representation, Positive solutions to \(X=A-BX^{-1}B^*\)

Cites Work

• Dynamic programming and stochastic control
• A mathematical theory of optimal economic development
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