Model-free finite-horizon optimal control of discrete-time two-player zero-sum games
Sign Up to like & getrecommendations! Published in 2022 at "International Journal of Systems Science"
DOI: 10.1080/00207721.2022.2111236
Abstract: Conventionally, as the system dynamics is known, the finite-horizon optimal control of zero-sum games relies on solving the time-varying Riccati equations. In this paper, with unknown system dynamics being considered, a Q-function-based finite-horizon control method… read more here.
Keywords: time; control; horizon optimal; time varying ... See more keywords
Solution existence theorems for finite horizon optimal economic growth problems
Sign Up to like & getrecommendations! Published in 2021 at "Optimization"
DOI: 10.1080/02331934.2021.1939340
Abstract: The solution existence of finite horizon optimal economic growth problems is studied by invoking Filippov's Existence Theorem for optimal control problems with state constraints of the Bolza type from the monograph of L. Cesari [Optimization… read more here.
Keywords: economic growth; horizon optimal; finite horizon; growth problems ... See more keywords