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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

Author

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  • Dmitrii Lozovanu
  • Stefan Pickl

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

Suggested Citation

  • Dmitrii Lozovanu & Stefan Pickl, 2009. "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," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 17(3), pages 255-264, September.
    • Handle: RePEc:spr:cejnor:v:17:y:2009:i:3:p:255-264
    DOI: 10.1007/s10100-009-0090-6
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    Cited by:

    1. Gerzson Kéri, 2011. "On qualitatively consistent, transitive and contradictory judgment matrices emerging from multiattribute decision procedures," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 19(2), pages 215-224, June.

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