Optimality criteria for deterministic discrete-time infinite horizon optimization
نویسندگان
چکیده
منابع مشابه
Optimality criteria for deterministic discrete-time infinite horizon optimization
We consider the problem of selecting an optimality criterion, when total costs diverge, in deterministic infinite horizon optimization over discrete time. Our formulation allows for both discrete and continuous state and action spaces, as well as time-varying, that is, nonstationary, data. The task is to choose a criterion that is neither too overselective, so that no policy is optimal, nor too...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2005
ISSN: 0161-1712,1687-0425
DOI: 10.1155/ijmms.2005.57