Abstract
Several authors have proposed abstract dynamic programming models encompassing a wide variety of sequential optimization problems. The abstract operator model for finite-horizon backward and forward problems is presented. Several sufficient conditions are shown to ensure the validity of the dynamic programming iteration. The formulation and analysis of the abstract backward-forward operator model are presented, along with its application to minimum probability-of-error detection in a general setting.
Original language | English (US) |
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Pages (from-to) | 1081-1086 |
Number of pages | 6 |
Journal | Proceedings of the IEEE Conference on Decision and Control |
DOIs | |
State | Published - 1984 |
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization