Control problems on infinite horizon subject to time-dependent pure state constraints

• Published in: arXiv.org
• Main Author: Basco, Vincenzo
• Format: Paper Journal Article
• Language: English
• Published: Ithaca Cornell University Library, arXiv.org 24.10.2023
• Subjects: Algorithms; Artificial intelligence; Constraints; Control theory; Discounts; Horizon; Machine learning; Mathematics - Optimization and Control; Optimal control; Time dependence

In the last decades, control problems with infinite horizons and discount factors have become increasingly central not only for economics but also for applications in artificial intelligence and machine learning. The strong links between reinforcement learning and control theory have led to major ef...