An Iterative Procedure for Constructing Subsolutions of Discrete-Time Optimal Control Problems

DOI10.1137/100803493zbMath1244.49057OpenAlexW2159546184MaRDI QIDQ3224977

Markus Fischer

Publication date: 13 March 2012

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/100803493

zbMATH Keywords

dynamic programmingstochastic optimal controlMarkov decision processdeterministic optimal controldiscrete-time subsolution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (1)

An Algorithm to Construct Subsolutions of Convex Optimal Control Problems

This page was built for publication: An Iterative Procedure for Constructing Subsolutions of Discrete-Time Optimal Control Problems