An Algorithm for Solving Discrete Optimal Control Problems with Infinite Time Horizon - Determining the Minimal Mean Cost Cycles in a Directed Graph

摘要

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 structure to model the transitions of the underlying dynamical system. Algorithms for finding the optimal stationary control parameters are presented: Furthermore we determine the optimal mean cost cycles. We elaborate this new intelligent technique in detail. The fractional linear programming representation can be regarded as an example for an intelligent optimization technique.