[图书][B] Continuous-time Markov decision processes
X Guo, O Hernández-Lerma, X Guo… - 2009 - Springer
In Chap. 2, we formally introduce the concepts associated to a continuous time MDP.
Namely, the basic model of continuous-time MDPs and the concept of a Markov policy are …
Namely, the basic model of continuous-time MDPs and the concept of a Markov policy are …
[图书][B] Turnpike phenomenon and infinite horizon optimal control
AJ Zaslavski - 2014 - Springer
The monograph is devoted to the study of the structure of approximate solutions of
nonconvex (nonconcave) optimal control and constrained variational problems considered …
nonconvex (nonconcave) optimal control and constrained variational problems considered …
[图书][B] Turnpike theory of continuous-time linear optimal control problems
AJ Zaslavski - 2015 - books.google.com
Individual turnpike results are of great interest due to their numerous applications in
engineering and in economic theory; in this book the study is focused on new results of …
engineering and in economic theory; in this book the study is focused on new results of …
[图书][B] Turnpike conditions in infinite dimensional optimal control
AJ Zaslavski - 2019 - Springer
Preface control theory. The term was first coined by P. Samuelson in 1948 when he showed
that an efficient expanding economy would spend most of the time in the vicinity of a …
that an efficient expanding economy would spend most of the time in the vicinity of a …
On fractional infinite-horizon optimal control problems with a combination of conformable and Caputo–Fabrizio fractional derivatives
M Yavari, A Nazemi - ISA transactions, 2020 - Elsevier
Fractional calculus is a powerful and effective tool for modeling of nonlinear systems. In this
paper, we first introduce a modification of conformable fractional derivative to solve fractional …
paper, we first introduce a modification of conformable fractional derivative to solve fractional …
[HTML][HTML] Toma de decisiones de agentes racionales con procesos markovianos. Avances recientes en economía y finanzas
O Hernández-Lerma, F Venegas-Martínez - El trimestre económico, 2012 - scielo.org.mx
En esta investigación se revisa la evolución teórica y práctica de los procesos markovianos
y se resalta su rápido avance y notorio potencial en el modelado de los procesos de toma …
y se resalta su rápido avance y notorio potencial en el modelado de los procesos de toma …
[图书][B] Stability of the turnpike phenomenon in discrete-time optimal control problems
AJ Zaslavski - 2014 - books.google.com
The structure of approximate solutions of autonomous discrete-time optimal control
problems and individual turnpike results for optimal control problems without convexity …
problems and individual turnpike results for optimal control problems without convexity …
An efficient numerical scheme for solving fractional infinite-horizon optimal control problems
M Yavari, A Nazemi - ISA transactions, 2019 - Elsevier
This paper presents an efficient numerical method to solve fractional infinite-horizon optimal
control problems, where the dynamic control system depends on Caputo fractional …
control problems, where the dynamic control system depends on Caputo fractional …
[图书][B] Nonconvex optimal control and variational problems
AJ Zaslavski - 2013 - Springer
This monograph is devoted to the study of nonconvex optimal control and variational
problems. It contains a number of recent results obtained by the author in the last 15 years …
problems. It contains a number of recent results obtained by the author in the last 15 years …
[图书][B] Discrete-time optimal control and games on large intervals
AJ Zaslavski - 2017 - Springer
The book is devoted to the study of the structure of approximate solutions of discrete-time
optimal control problems and approximate solutions of dynamic discrete-time two-player …
optimal control problems and approximate solutions of dynamic discrete-time two-player …