MONOTONE MAPPINGS IN DYNAMIC PROGRAMMING.

Research output: Contribution to journalConference articlepeer-review

4 Scopus citations

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 languageEnglish (US)
Pages (from-to)20-25
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
DOIs
StatePublished - 1975
Externally publishedYes
EventProc IEEE Conf Decis Control Incl Symp Adapt Processes 14th - Houston, TX, USA
Duration: Dec 10 1975Dec 12 1975

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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