Infinite-Space Shortest Path Problems and Semicontractive Dynamic Programming †

@inproceedings{Bertsekas2014InfiniteSpaceSP,
  title={Infinite-Space Shortest Path Problems and Semicontractive Dynamic Programming †},
  author={Dimitri P. Bertsekas},
  year={2014}
}
In this paper we consider deterministic and stochastic shortest path problems with an infinite, possibly uncountable, number of states. The objective is to reach or approach a special destination state through a minimum cost path. We use an optimal control problem formulation, under assumptions that parallel those for finite-node shortest path problems, i.e., there exists a path to the destination starting from every node, and all cycles have positive or at least nonnegative length. Our… CONTINUE READING

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