Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases

DOI10.1016/j.sysconle.2011.04.006zbMath1222.93135OpenAlexW2086355133MaRDI QIDQ553376

Onésimo Hernández-Lerma, Adrián Hernández-del-Valle, Xianping Guo

Publication date: 27 July 2011

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

Full work available at URL: https://doi.org/10.1016/j.sysconle.2011.04.006

zbMATH Keywords

nonlinear systemstime-varying systemsdiscrete-time control systemsnonstationary dynamic programmingtime-nonhomogeneous systems

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Dynamic programming (90C39) Optimal stochastic control (93E20)

Related Items (7)

Robust and nonlinear control literature survey (No. 26) ⋮ On the Euler equation approach to discrete-time nonstationary optimal control problems ⋮ Necessity of the terminal condition in the infinite horizon dynamic optimization problems with unbounded payoff ⋮ Markov decision processes with iterated coherent risk measures ⋮ First passage problems for nonstationary discrete-time stochastic control systems ⋮ An average-value-at-risk criterion for Markov decision processes with unbounded costs ⋮ Unnamed Item

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
• On overtaking optimal tracking for linear systems
• Measurable selection theorems for optimization problems
• Nonzero-sum non-stationary discounted Markov game model
• Dynamic programming in economics.
• Adaptive Markov control processes
• Optimality criteria for deterministic discrete-time infinite horizon optimization
• Turnpike properties in the calculus of variations and optimal control
• Limiting Average Criteria For Nonstationary Markov Decision Processes
• Nonstationary discrete-time deterministic and stochastic control systems with infinite horizon
• An existence theorem for discrete-time infinite-horizon optimal control problems
• Control aspects of linear discrete time-varying systems
• Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
• Optimal Plans for Dynamic Programming Problems
• Solution approximation in infinite horizon linear quadratic control
• Remarks on the Control of Discrete-Time Distributed Parameter Systems
• Nonstationary continuous-time Markov control processes with discounted costs on infinite horizon

This page was built for publication: Nonstationary discrete-time deterministic and stochastic control systems: bounded and unbounded cases