An on-line procedure in discounted infinite-horizon stochastic optimal control
type: Item
instance of: scholarly article
title: An on-line procedure in discounted infinite-horizon stochastic optimal control
zbMATH Open document ID: 0571.93072
DOI: 10.1007/BF00938477
author: C. Bes
author: Jean B. Lasserre
published in: Journal of Optimization Theory and Applications
publication date: 1986-01-01T00:00:00Z
review text: We consider the discrete-time, infinite-horizon optimal control problem with discounted cost. We propose a test to detect forecast/planning horizons, and derive an on-line procedure for solving the original problem.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E25
zbMATH DE Number: 3912257
zbMATH Keywords: discrete-time, infinite-horizon optimal control
zbMATH Keywords: discounted cost
zbMATH Keywords: forecast/planning horizons
zbMATH Keywords: on-line procedure
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf00938477
OpenAlex ID: W2016167804
description: scientific article; zbMATH DE number 3912257