• DocumentCode
    846240
  • Title

    Infinite horizon nonstationary stochastic optimal control problem: A planning horizon result

  • Author

    Lasserre, J.B. ; Bes, C.

  • Author_Institution
    Laboratoire d´´Automatique et d´´Analyse des Systèmes, CNRS, Toulouse Cédex, France
  • Volume
    29
  • Issue
    9
  • fYear
    1984
  • fDate
    9/1/1984 12:00:00 AM
  • Firstpage
    836
  • Lastpage
    837
  • Abstract
    We show the existence of a planning horizon for the infinite horizon nonstationary stochastic optimal control problem. Hence, the original problem, generally untractable, reduces to solve a sequence of finite horizon problems which is computationally attractive.
  • Keywords
    Stochastic optimal control, nonlinear systems; Cost function; Dynamic programming; Infinite horizon; Inventory control; Optimal control; Process planning; Production planning; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1984.1103671
  • Filename
    1103671
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=846240