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A finite state stochastic minimax optimal control problem with infinite horizon

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Book cover Numerical Analysis and Its Applications (WNAA 1996)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 1196))

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Abstract

We consider here a stochastic discrete minimax control problem with infinite horizon. We prove the existence of solution, we characterize it and we present iterative methods to compute it numerically.

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Authors and Affiliations

  1. CONICET, Universidad Nacional de Rosario, Rosario, Argentina

    Silvia C. Di Marco & Roberto L. V. González

Authors
  1. Silvia C. Di Marco
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  2. Roberto L. V. González
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Editor information

Lubin Vulkov Jerzy Waśniewski Plamen Yalamov

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© 1997 Springer-Verlag Berlin Heidelberg

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Marco, S.C.D., González, R.L.V. (1997). A finite state stochastic minimax optimal control problem with infinite horizon. In: Vulkov, L., Waśniewski, J., Yalamov, P. (eds) Numerical Analysis and Its Applications. WNAA 1996. Lecture Notes in Computer Science, vol 1196. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-62598-4_87

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  • DOI: https://doi.org/10.1007/3-540-62598-4_87

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-62598-8

  • Online ISBN: 978-3-540-68326-1

  • eBook Packages: Springer Book Archive

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