Infinite-Horizon Optimal Control in the Discrete-Time Framework

Mapping Intimacies ◽

10.1007/978-1-4614-9038-8 ◽

2014 ◽

Author(s):

Joël Blot ◽

Naïla Hayek

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon

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Lagrange multipliers in infinite horizon discrete time optimal control models

Journal of Mathematical Economics ◽

10.1016/0304-4068(82)90033-7 ◽

1982 ◽

Vol 9 (3) ◽

pp. 285-302 ◽

Author(s):

W.D. Dechert

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Lagrange Multipliers ◽

Infinite Horizon ◽

Time Optimal Control ◽

Control Models ◽

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LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2016.2558044 ◽

2017 ◽

Vol 62 (1) ◽

pp. 250-261 ◽

Author(s):

Weihai Zhang ◽

Xiangyun Lin ◽

Bor-Sen Chen

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Type Theorem ◽

Infinite Horizon ◽

Nonlinear Stochastic Systems

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Linear programming formulation of a discrete time infinite horizon optimal control problem with time discounting criterion

2016 IEEE 55th Conference on Decision and Control (CDC) ◽

10.1109/cdc.2016.7798950 ◽

2016 ◽

Author(s):

Vladimir Gaitsgory ◽

Alex Parkinson ◽

Ilya Shvartsman

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Optimal Control Problem ◽

Control Problem ◽

Discrete Time ◽

Infinite Horizon ◽

Programming Formulation ◽

Time Discounting ◽

Linear Programming Formulation

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Infinite horizon multiobjective optimal control problems in the discrete time case

Optimization ◽

10.1080/02331930903480352 ◽

2011 ◽

Vol 60 (4) ◽

pp. 509-529 ◽

Author(s):

Naïla Hayek

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Discrete Time Case ◽

Multiobjective Optimal Control

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Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

10.1016/j.automatica.2015.04.002 ◽

2015 ◽

Vol 57 ◽

pp. 65-77 ◽

Author(s):

Yuan-Hua Ni ◽

Robert Elliott ◽

Xun Li

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Linear Quadratic ◽

Linear Quadratic Optimal Control ◽

Quadratic Optimal Control ◽

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Infinite Horizon LQ Optimal Control for Discrete-Time Stochastic Systems

2006 6th World Congress on Intelligent Control and Automation ◽

10.1109/wcica.2006.1712311 ◽

2006 ◽

Author(s):

Yulin Huang ◽

Weihai Zhang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Systems ◽

Infinite Horizon ◽

Lq Optimal Control

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Linear programming based optimality conditions and approximate solution of a deterministic infinite horizon discounted optimal control problem in discrete time

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2018235 ◽

2019 ◽

Vol 24 (4) ◽

pp. 1743-1767 ◽

Author(s):

Vladimir Gaitsgory ◽

◽

Alex Parkinson ◽

Ilya Shvartsman ◽

Keyword(s):

Optimal Control ◽

Linear Programming ◽

Approximate Solution ◽

Optimal Control Problem ◽

Control Problem ◽

Optimality Conditions ◽

Discrete Time ◽

Infinite Horizon

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Approximating infinite horizon stochastic optimal control in discrete time with constraints

Annals of Operations Research ◽

10.1007/s10479-006-6167-x ◽

2006 ◽

Vol 142 (1) ◽

pp. 165-186 ◽

Author(s):

Lisa A. Korf

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Stochastic Optimal Control ◽

Infinite Horizon

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Infinite horizon optimal control of linear discrete time systems with stochastic parameters

10.1016/0005-1098(82)90072-3 ◽

1982 ◽

Vol 18 (4) ◽

pp. 443-453 ◽

Author(s):

W.L. De Koning

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Discrete Time Systems ◽

Stochastic Parameters ◽

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Infinite horizon H2/H∞ optimal control for discrete-time infinite Markov jump systems with (x, u, v)-dependent noise

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027640 ◽

2017 ◽

Author(s):

Liu Yueying ◽

Hou Ting ◽

Bai Xingzhen

Keyword(s):

Optimal Control ◽

Discrete Time ◽

Infinite Horizon ◽

Markov Jump ◽

Markov Jump Systems ◽

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