Categorical axiomatics of dynamic programming

In systems theory, we need some general framework to take into account various concepts from different fields (automata theory, dynamical systems, optimization theory, etc.). This work is a proposal for such a framework. A decision process model is given with the help of category theory. Sufficient conditions for the validity of the equation of optimality of Bellman are established in this model. This model also generalizes the concept of finite automaton. Thus we unify the concepts of automaton and decision system. Especially, we propose the new concept of “opt-automaton” (automaton which optimizes).