Title :
An existence theorem for discrete-time infinite-horizon optimal control problems
Author :
Keerthi, S.S. ; Gilbert, E.G.
Author_Institution :
University of Michigan, Ann Arbor, MI, USA
fDate :
9/1/1985 12:00:00 AM
Abstract :
An existence theorem is given for a general class of deterministic, infinite-horizon, discrete-time optimal control problems. The hypotheses of the theorem are weak and can be easily verified. The objective function may be either a summation or supremum over time.
Keywords :
Optimal control, nonlinear systems; Asymptotic stability; Automatic control; Control systems; Costs; Linear systems; Optimal control; Riccati equations; Robustness; State feedback; Sufficient conditions;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1985.1104084
