منابع مشابه
Infinite Horizon Discounted Cost Problems
• We often approximate a large number of periods, even if the horizon is known and finite, by assuming an infinite number of periods, and hope that this assumption will simplify the solution. Indeed, even if the general theory becomes more involved, the solution obtained often is simpler and has important computational and conceptual advantages: in particular, the optimal policy is often statio...
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In life-cycle costing analyses, optimal design is usually achieved by minimising the expected value of the discounted costs. As well as the expected value, the corresponding variance may be useful for estimating, for example, the uncertainty bounds of the calculated discounted costs. However, general explicit formulas for calculating the variance of the discounted costs over an unbounded time h...
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The linear-quadratic-Gaussian control paradigm is well-known in literature. The strategy of minimizing the cost function is available, both for the case where the state is fully known and where it is estimated through an observer. The situation is different when the cost function has an exponential discount factor, also known as a prescribed degree of stability. In this case, the optimal contro...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1988
ISSN: 0047-259X
DOI: 10.1016/0047-259x(88)90119-4