We consider the optimization of nonquadratic measures of the transient response. We present a computational implementation of dynamic programming recursions to solve finite-horizon problems. In the limit, the finite-horizon performance converges to the infinite-horizon performance. We provide conditions based on finite-horizon computations which only assure that a receding horizon implementatio...

Monotonicity of optimal solutions to finite horizon dynamic optimization problems is used to prove the existence of a forecast horizon, i.e a long enough planning horizon that ensures that a first period optimal action for the infinite horizon and the finite horizon problem agree, regardless of problem parameter changes in the tail. The existence of extremal monotone optimal solutions motivates...

In this paper we discuss the thermodynamics of apparent horizon of an n-dimensional Friedmann-Robertson-Walker (FRW) universe embedded in an (n+1)-dimensional AdS spacetime. By using the method of unified first law, we give the explicit entropy expression of the apparent horizon of the FRW universe. In the large horizon radius limit, this entropy reduces to the n-dimensional area formula, while...