Stochastic Optimal Control Problems and Markov Decision Processes with Infinite Time Horizon

Optimization of Stochastic Discrete Systems and Control on Complex Networks - Advances in Computational Management Science ◽

10.1007/978-3-319-11833-8_2 ◽

2014 ◽

pp. 103-211

Author(s):

Dmitrii Lozovanu ◽

Stefan Pickl

Keyword(s):

Optimal Control ◽

Markov Decision Processes ◽

Stochastic Optimal Control ◽

Time Horizon ◽

Optimal Control Problems ◽

Decision Processes ◽

Control Problems ◽

Infinite Time ◽

Infinite Time Horizon ◽

Markov Decision

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Nonlinear Stabilizers in Optimal Control Problems with Infinite Time Horizon

IFIP Advances in Information and Communication Technology - System Modeling and Optimization ◽

10.1007/978-3-642-36062-6_29 ◽

2013 ◽

pp. 286-295

Author(s):

Alexander Tarasyev ◽

Anastasia Usova

Keyword(s):

Optimal Control ◽

Time Horizon ◽

Optimal Control Problems ◽

Control Problems ◽

Infinite Time ◽

Infinite Time Horizon

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On the Existence of Solutions Characterized by Riccati Equations to Infinite-Time Horizon Nonlinear Optimal Control Problems

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.00448 ◽

2011 ◽

Vol 44 (1) ◽

pp. 9618-9626 ◽

Cited By ~ 2

Author(s):

Tayfun Çimen

Keyword(s):

Optimal Control ◽

Time Horizon ◽

Optimal Control Problems ◽

Existence Of Solutions ◽

Riccati Equations ◽

Nonlinear Optimal Control ◽

Control Problems ◽

Infinite Time ◽

Infinite Time Horizon

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Asymptotic properties of optimal solutions and value functions in optimal control problems with infinite time horizon

Vestnik Udmurtskogo Universiteta Matematika Mekhanika Komp yuternye Nauki ◽

10.20537/vm120108 ◽

2012 ◽

pp. 77-95

Author(s):

A.A. Usova ◽

Keyword(s):

Optimal Control ◽

Time Horizon ◽

Optimal Control Problems ◽

Asymptotic Properties ◽

Control Problems ◽

Value Functions ◽

Optimal Solutions ◽

Infinite Time ◽

Infinite Time Horizon

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An Algorithm for Solving Discrete Optimal Control Problems with Infinite Time Horizon - Determining the Minimal Mean Cost Cycles in a Directed Graph

IFAC Proceedings Volumes ◽

10.3182/20090506-3-sf-4003.00051 ◽

2009 ◽

Vol 42 (2) ◽

pp. 275-277

Author(s):

Dmitrii Lozovanu ◽

Stefan Pickl

Keyword(s):

Optimal Control ◽

Directed Graph ◽

Time Horizon ◽

Optimal Control Problems ◽

Control Problems ◽

Infinite Time ◽

Infinite Time Horizon ◽

Discrete Optimal Control ◽

Mean Cost

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Multilayered Network Games: Algorithms for Solving Discrete Optimal Control Problems with Infinite Time Horizon via Minimal Mean Cost Cycles and a Game-Theoretical Approach

Operations Research Proceedings 2008 ◽

10.1007/978-3-642-00142-0_83 ◽

2009 ◽

pp. 513-518

Author(s):

Dmitrii Lozovanu ◽

Stefan Pickl

Keyword(s):

Optimal Control ◽

Theoretical Approach ◽

Time Horizon ◽

Optimal Control Problems ◽

Control Problems ◽

Infinite Time ◽

Network Games ◽

Infinite Time Horizon ◽

Game Theoretical Approach ◽

Mean Cost

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Markov: A methodology for the solution of infinite time horizon markov decision processes

Applied Stochastic Models and Data Analysis ◽

10.1002/asm.3150040405 ◽

1988 ◽

Vol 4 (4) ◽

pp. 253-271 ◽

Cited By ~ 6

Author(s):

Byron K. Williams

Keyword(s):

Markov Decision Processes ◽

Time Horizon ◽

Decision Processes ◽

Infinite Time ◽

Infinite Time Horizon ◽

Markov Decision

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On the infinite time solution to state-constrained stochastic optimal control problems

Automatica ◽

10.1016/j.automatica.2007.10.018 ◽

2008 ◽

Vol 44 (7) ◽

pp. 1800-1805 ◽

Cited By ~ 11

Author(s):

Per Rutquist ◽

Claes Breitholtz ◽

Torsten Wik

Keyword(s):

Optimal Control ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Infinite Time ◽

Time Solution

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Algorithms for solving discrete optimal control problems with infinite time horizon and determining minimal mean cost cycles in a directed graph as decision support tool

Central European Journal of Operations Research ◽

10.1007/s10100-009-0090-6 ◽

2009 ◽

Vol 17 (3) ◽

pp. 255-264 ◽

Cited By ~ 2

Author(s):

Dmitrii Lozovanu ◽

Stefan Pickl

Keyword(s):

Optimal Control ◽

Decision Support ◽

Directed Graph ◽

Time Horizon ◽

Optimal Control Problems ◽

Decision Support Tool ◽

Control Problems ◽

Infinite Time ◽

Support Tool ◽

Mean Cost

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An Approximated Solution to Continuous-Time Stochastic Optimal Control Problems Through Markov Decision Chains

SSRN Electronic Journal ◽

10.2139/ssrn.61170 ◽

1998 ◽

Cited By ~ 2

Author(s):

Jacek B. Krawczyk ◽

Alistair Windsor

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Markov Decision

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Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems

Systems & Control Letters ◽

10.1016/j.sysconle.2011.10.003 ◽

2012 ◽

Vol 61 (1) ◽

pp. 143-147 ◽

Cited By ~ 2

Author(s):

J. Frédéric Bonnans ◽

Francisco J. Silva

Keyword(s):

Optimal Control ◽

Error Estimates ◽

Stochastic Optimal Control ◽

Optimal Control Problems ◽

Control Problems ◽

Barrier Method ◽

Linear Quadratic ◽

Logarithmic Barrier

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