Nonstationary discrete-time deterministic and stochastic control systems: Bounded and unbounded cases

作者：Guo, Xianping; Hernandez del Valle, Adrian; Hernandez Lerma, Onesimo^*

来源：Systems & Control Letters, 2011, 60(7): 503-509.

DOI：10.1016/j.sysconle.2011.04.006

• Discrete-time control systems
• Time-nonhomogeneous systems
• Time-varying systems
• Nonlinear systems
• Nonstationary dynamic programming

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 programming arguments we show that, under suitable assumptions, the optimal 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.

• 出版日期2011-7
• 单位中山大学