DocumentCode :
3008433
Title :
Monotone mappings in dynamic programming
Author :
Bertsekas, D.P.
Author_Institution :
University of Illinois at Urbana-Champaign, Urbana, Illinois
fYear :
1975
fDate :
10-12 Dec. 1975
Firstpage :
20
Lastpage :
25
Abstract :
In this paper we consider a class of monotone mappings underlying many sequential optimization problems over a finite or infinite horizon which are of interest in applications. This class of problems Includes deterministic and stochastic optimal control problems, minimax control problems, Semi-Markov Decision problems and others. We prove some fixed point properties of the optimal value function and we analyze the convergence properties of a related generalized Dynamic Programming algorithm. We also give a sufficient condition for convergence, which is widely applicable and considerably strengthens known related results.
Keywords :
Algorithm design and analysis; Convergence; Dynamic programming; Heuristic algorithms; Optimal control;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
Conference_Location :
Houston, TX, USA
Type :
conf
DOI :
10.1109/CDC.1975.270641
Filename :
4045368
Link To Document :
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