AN EXISTENCE THEOREM FOR DISCRETE-TIME INFINITE-HORIZON OPTIMAL-CONTROL PROBLEMS

被引：52

作者：

KEERTHI, SS ^{[1
]}

GILBERT, EG ^{[1
]}

机构：

[1] UNIV MICHIGAN,DEPT AEROSP ENGN,ANN ARBOR,MI 48109

来源：

关键词：

D O I：

10.1109/TAC.1985.1104084

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：907 / 909

页数：3

共 8 条

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[4] INFINITE HORIZON NONSTATIONARY STOCHASTIC OPTIMAL-CONTROL PROBLEM - A PLANNING HORIZON RESULT
LASSERRE, JB
BES, C
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1984, 29 (09) : 836 - 837
[5] CONTROL OF DISCRETE-TIME DISTRIBUTED PARAMETER SYSTEMS
LEE, KY
BARR, RO
CHOW, S
[J]. SIAM JOURNAL ON CONTROL, 1972, 10 (02): : 361 - &
[6] DISCRETE-TIME ALGEBRAIC RICCATI EQUATION
PAYNE, HJ
SILVERMAN, LM
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (03) : 226 - 234
[7] Schal M., 1975, Stochastic Processes & their Applications, V3, P345, DOI 10.1016/0304-4149(75)90031-9
[8] Shreve S., 1976, DYNAMIC PROGRAMMING, P105