Existence of optimal stationary policies in deterministic optimal control

Dimitri P. Bertsekas; Steven E. Shreve

doi:10.1016/0022-247X(79)90171-9

Existence of optimal stationary policies in deterministic optimal control

Dimitri P. Bertsekas, Steven E. Shreve

Research output: Contribution to journal › Article › peer-review

5 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 language	English (US)
Pages (from-to)	607-620
Number of pages	14
Journal	Journal of Mathematical Analysis and Applications
Volume	69
Issue number	2
DOIs	https://doi.org/10.1016/0022-247X(79)90171-9
State	Published - Jun 1979
Externally published	Yes

ASJC Scopus subject areas

Analysis
Applied Mathematics

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10.1016/0022-247X(79)90171-9

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title = "Existence of optimal stationary policies in deterministic optimal control",

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.",

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year = "1979",

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AB - 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.

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Existence of optimal stationary policies in deterministic optimal control

Abstract

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