Necessity of Vanishing Shadow Price in Infinite Horizon Control Problems
نویسندگان
چکیده
منابع مشابه
Infinite Horizon Problems
A typical discrete-time sequential decision problem involves a system whose state is assumed to evolve either deterministically or probabilistically over time-periods that are often called stages. This evolution is affected by the decisions a planner makes at the beginning of each stage after observing the system state. The decision maker’s goal then is to optimize some measure of system perfor...
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ژورنال
عنوان ژورنال: Journal of Dynamical and Control Systems
سال: 2013
ISSN: 1079-2724,1573-8698
DOI: 10.1007/s10883-013-9192-5