Existence of optimal stationary policies in deterministic optimal control

DOI10.1016/0022-247X(79)90171-9zbMath0416.49007OpenAlexW2022652991MaRDI QIDQ754470

Dimitri P. Bertsekas, Steven E. Shreve

Publication date: 1979

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-247x(79)90171-9

zbMATH Keywords

infinite horizonexistencedeterministic optimal controldiscrete-time optimal controlstationary systemnonpositive costoptimal stationary policies

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Existence theories for problems in abstract spaces (49J27) Model systems in control theory (93C99)

Related Items

Undiscounted control policy generation for continuous-valued optimal control by approximate dynamic programming ⋮ Finite state Markov decision models with average reward criteria

Cites Work

• Dynamic programming and stochastic control
• Stochastic optimal control. The discrete time case
• On the Existence of Stationary Optimal Strategies
• Unnamed Item
• Unnamed Item