Abstract
Considered is a class of monotone mappings underlying many sequential optimization problems over a finite or infinite horizon which are of interest in applications. This class of problems includes deterministic and stochastic optimal control problems, minimax control problems, Semi-Markov Decision problems and others. Some fixed point properties of the optimal value function are proven and the convergence properties of a related generalized dynamic programming algorithm are analyzed. A sufficient condition is given for convergence, which is widely applicable and considerably strengthens known related results.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 20-25 |
| Number of pages | 6 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| DOIs | |
| State | Published - 1975 |
| Externally published | Yes |
| Event | Proc IEEE Conf Decis Control Incl Symp Adapt Processes 14th - Houston, TX, USA Duration: Dec 10 1975 → Dec 12 1975 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization