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Infinite-Horizon Discrete-Time Optimal Control Problems

✍ Scribed by A. Leizarowitz; A. J. Zaslavski

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Algorithms for solving discrete optimal

✍ Dmitrii Lozovanu; Stefan Pickl 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 149 KB

Perturbed Infinite Horizon Optimal Contr

✍ J.J. Ye 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 672 KB

Lagrange multipliers in infinite horizon

✍ W.D. Dechert 📂 Article 📅 1982 🏛 Elsevier Science 🌐 English ⚖ 924 KB

Discrete-time Indefinite Stochastic LQ O

✍ Jun-Jun QI; Wei-Hai ZHANG 📂 Article 📅 2009 🏛 Elsevier ⚖ 193 KB

Transversality Conditions for Some Infin

✍ Ekeland, I.; Scheinkman, J. A. 📂 Article 📅 1986 🏛 INFORMS 🌐 English ⚖ 612 KB

Approximating infinite horizon stochasti

✍ Lisa A. Korf 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 378 KB