Optimal Control and Replacement with State-Dependent Failure Rate: Dynamic Programming

Stable Optimal Control and Semicontractive Dynamic Programming

We consider discrete-time infinite horizon deterministic optimal control problems with nonnegative cost per stage, and a destination that is cost-free and absorbing. The classical linear-quadratic regulator problem is a special case. Our assumptions are very general, and allow the possibility that the optimal policy may not be stabilizing the system, e.g., may not reach the destination either a...

Dynamic programming and optimal control, 3rd Edition

Stochastic Dynamic Programming with Markov Chains for Optimal Sustainable Control of the Forest Sector with Continuous Cover Forestry

We present a stochastic dynamic programming approach with Markov chains for optimal control of the forest sector. The forest is managed via continuous cover forestry and the complete system is sustainable. Forest industry production, logistic solutions and harvest levels are optimized based on the sequentially revealed states of the markets. Adaptive full system optimization is necessary for co...

On Implementation of Dynamic Programming for Optimal Control Problems with Final State Constraints

On Implementation of Dynamic Programming for Optimal Control Problems with Final State Constraints — In this paper we present issues related to the implementation of dynamic programming for optimal control of a one-dimensional dynamic model, such as the hybrid electric vehicle energy management problem. A study on the resolution of the discretized state space emphasizes the need for careful imp...

Dynamic Programming for Some Optimal Control Problems with Hysteresis

We study an innnite horizon optimal control problem for a system with two state variables. One of them has the evolution governed by a controlled ordinary diierential equation and the other one is related to the latter by a hysteresis relation, represented here by either a play operator or a Prandtl-Ishlinskii operator. By dynamic programming, we derive the corresponding (discontinuous) rst ord...