Algorithms for solving discrete optimal control problems with infinite time horizon and determining minimal mean cost cycles in a directed graph as decision support tool

Dmitrii Lozovanu () and Stefan Pickl ()

Central European Journal of Operations Research, 2009, vol. 17, issue 3, 255-264

Abstract: Time-discrete systems with a finite set of states are considered. Discrete optimal control problems with infinite time horizon for such systems are formulated. We introduce a certain graph-theoretic structure to model the transitions of the dynamical system. Algorithms for finding the optimal stationary control parameters are presented. Furthermore, we determine the optimal mean cost cycles. This approach can be used as a decision support strategy within such a class of problems; especially so-called multilayered decision problems which occur within environmental emission trading procedures can be modelled by such an approach. Copyright Springer-Verlag 2009

Keywords: Time-discrete system; Discrete control with infinite time horizon; Stationary control; Minimal mean cost cycle in a digraph; Environmental decision problem (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:spr:cejnor:v:17:y:2009:i:3:p:255-264

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DOI: 10.1007/s10100-009-0090-6

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