Detecting planning horizons in deterministic infinite horizon optimal control |
| |
| Authors: | Lasserre J. |
| |
| Affiliation: | Laboratoire d'Automatique et d'Analyse des Systèmes, CNRS, Toulouse Cédex, France; |
| |
| Abstract: | A deterministic infinite horizon optimal control problem with discounted cost is investigated. Under some assumptions we give a method to detect a planning horizon which is guaranteed to exist. When forward dynamic programming can be applied, the procedure does not require extra computations. An inventory control example is presented. |
| |
| Keywords: | |
|
|
