Existence of optimal stationary policies in deterministic optimal control

Dimitri P. Bertsekas, Steven E. Shreve

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

Abstract

This paper considers deterministic discrete-time optimal control problems over an infinite horizon involving a stationary system and a nonpositive cost per stage. Various results are provided relating to existence of an ε{lunate}-optimal stationary policy, and existence of an optimal stationary policy assuming an optimal policy exists.

Original languageEnglish (US)
Pages (from-to)607-620
Number of pages14
JournalJournal of Mathematical Analysis and Applications
Volume69
Issue number2
DOIs
StatePublished - Jun 1979
Externally publishedYes

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics

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