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Título : | Nonstationary discrete-time deterministic and stochastic control systems: Bounded and unbounded cases |
Autor : | Guo, Xianping Hernández del Valle, Adrián Hernández Lerma, Onésimo |
Palabras clave : | Discrete-time control systems Time-nonhomogeneous systems Time-varying systems Nonlinear systems Nonstationary dynamic programming |
Fecha de publicación : | jul-2011 |
Editorial : | Syatems & Control Letters |
Citación : | Syatems & Control Letters, Vol. 60, Núm. 7, Julio 2011 |
Resumen : | This paper is about nonstationary nonlinear discrete-time deterministic and stochastic control systems with Borel state and control spaces, with either bounded or unbounded costs. The control problem is to minimize an infinite-horizon total cost performance index. Using dynamic program arguments we show that, under suitable assumptions, the optional cost functions satisfy optimality equations, which in turn give a procedure to find optimal control policies. We also prove the convergence of value iteration (or successive approximations) functions. Several examples illustrate our results under different sets of assumptions. |
URI : | http://www.repositoriodigital.ipn.mx/handle/123456789/12040 |
ISSN : | 0167-6911 |
Aparece en las colecciones: | Artículos |
Ficheros en este ítem:
Fichero | Descripción | Tamaño | Formato | |
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Nonstationary discrete-time deterministic and stochastic control systems Bounded and unbounded cases.pdf | 557.99 kB | Adobe PDF | Visualizar/Abrir |
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