Infinite horizonBackward stochastic differential delay equationMean-field modelStochastic maximum principlePartial informationThis paper investigates an optimal control of an infinite horizon system governed by mean-field backward stochastic differential equation with delay and partial information. Firstly, we ...
Weak Local Extrema in Infinite Horizon Optimal Control ProblemsWeak Local Extrema in Infinite Horizon Optimal Control ProblemsMathematics - Optimization and Control344649In this paper we deal with infinite horizon optimal control problems. Basing on weak variations in an extremal problem in weighted Lebes...
Hayek, N.: Infinite horizon multiobjective optimal control problems in the discrete time case. Optimization. DOI: 10.1080/02331930903480352 , 2010.N. Hayek. Infinite Horizon Multiobjective Optimal Control Problems in the Discrete Time. Optimization, 4(4):509-529, 2011....
We establish Pontryagin Maximum Principles in the strong form for infinite horizon optimal control problems for bounded processes, for systems governed by difference equations. Results due to Ioffe and Tihomirov are among the tools used to prove our theorems. We write necessary conditions with weakened...
Sagara N. Value functions and transversality conditions for infinite-horizon optimal control problems. Set-Valued Var. Anal. 2010;18:1-28.Sagara N. Value functions and transversality conditions for infinite-horizon optimal control problems. Set-Valued Var Anal 2010;18:1–28. MathSciNet MATH...
X Chen - Chinese Control Conference 被引量: 12发表: 2013年 Q-learning for continuous-time linear systems: A model-free infinite horizon optimal control approach In this paper we propose an online Q-learning algorithm to solve the infinite-horizon optimal control problem of a linear time invarian...
Necessary conditions are proved for deterministic nonsmooth optimal control problems involving an infinite horizon and terminal conditions at infinity. The necessary conditions include a complete set of transversality conditions. 关键词: Infinite-horizon problems nonsmooth optimal control DOI: 10.1023/A:10217...
We investigate relationships between the deterministic infinite time horizon optimal control problem with discounting, in which the state trajectories remain in a given compact set Y, and a certain infinite dimensional linear programming (IDLP) problem. We introduce the problem dual with respect to this...
Next we may ask if there are controls (c, q) solving the optimal control problem (l)-(4). The present article considers the set of all optimally controlled trajectories of a system (defined by an infinite horizon optimal control problem with state constraints implicitly given in the above ex...
Criteria of optimality in the infinite-time optimal control problemInfinite-horizon optimal control problemovertaking optimalitysporadic overtaking optimalityThe present paper gives a systematic presentation of different definitions of optimality in the infinite-time optimal control problem. Some of these ...