DocumentCode
850432
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
Volume
30
Issue
9
fYear
1985
fDate
9/1/1985 12:00:00 AM
Firstpage
907
Lastpage
909
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;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1985.1104084
Filename
1104084
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