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.
|Number of pages
|Proceedings of the IEEE Conference on Decision and Control
|Published - 1984
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization