Limiting optimal discounted-cost control of a class of time-varying stochastic systems

DOI10.1016/S0167-6911(99)00121-8zbMath0977.93084OpenAlexW1974815069MaRDI QIDQ1575297

Onésimo Hernández-Lerma, Nadine Hilgert

Publication date: 21 August 2000

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(99)00121-8

zbMATH Keywords

time-varying systemsdiscounted cost criteriondiscrete-time stochastic systemslimiting systemexistence of an optimal policynon-homogeneous Markov control processesapproximation of control models

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (2)

Adaptive control of stochastic systems with unknown disturbance distribution: discounted criteria ⋮ Time-varying Markov decision processes with state-action-dependent discount factors and unbounded costs

Cites Work

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• Parametric continuity in dynamic programming problems

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