Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result

DOI10.1109/TAC.1984.1103671zbMath0542.93073OpenAlexW2000684331MaRDI QIDQ3331107

C. Bes, Jean-Bernard Lasserre

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1984.1103671

zbMATH Keywords

planning horizoninfinite horizon nonstationary stochastic optimal control

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (3)

Perfect information two-person zero-sum Markov games with imprecise transition probabilities ⋮ Decision and forecast horizons in a stochastic environment: A survey ⋮ Conditions for the existence of decision horizons for discounted problems in a stochastic environment: A note

This page was built for publication: Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result