authors
- GUO, XIANPING
- HERNANDEZ DEL VALLE, ADRIAN
- HERNANDEZ LERMA ., ONESIMO
Nonstationary Discrete-Time Deterministic and Stochastic Control Systems with Infinite Horizon
Articles
Overview
published in
- INTERNATIONAL JOURNAL OF CONTROL Journal
publication date
- August 2010
start page
- 1751
end page
- 1757
issue
- 9
volume
- 83
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 0020-7179
Electronic International Standard Serial Number (EISSN)
- 1366-5820
abstract
- This article is about nonstationary nonlinear discrete-time deterministic and stochastic control systems with Borel state and control spaces, possibly noncompact control constraint sets, and unbounded costs. The control problem is to minimise an infinite-horizon total cost performance index. Using dynamic programming arguments we show that, under suitable assumptions, the optimal cost functions satisfy optimality equations, which in turn give a procedure to find optimal control policies.