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Browse Journals & Magazines > Automatic Control, IEEE Trans ...> Volume:29 Issue:9 Help

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

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2 Author(s)
Lasserre, J.B. ; Laboratoire d''Automatique et d''Analyse des Systèmes, CNRS, Toulouse Cédex, France ; Bes, C.

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.

Published in:
Automatic Control, IEEE Transactions on  (Volume:29 ,  Issue: 9 )

Date of Publication: Sep 1984

Page(s):
836 - 837
ISSN :
0018-9286
Digital Object Identifier :
10.1109/TAC.1984.1103671
Product Type:
Journals & Magazines
Date of Current Version :
06 January 2003
Issue Date :
Sep 1984
Sponsored by :
IEEE Control Systems Society

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