Generalized value iteration for discounted optimal control with stability analysis
Mingming Ha, Ding Wang, Derong Liu
Topics & Concepts
InitializationMathematicsDiscountingControl theory (sociology)Convergence (economics)Stability (learning theory)Iterative methodBellman equationMathematical optimizationFunction (biology)Sequence (biology)Optimal controlMarkov decision processApplied mathematicsControl (management)Computer scienceMarkov processFinanceBiologyEconomicsGeneticsArtificial intelligenceProgramming languageStatisticsMachine learningEvolutionary biologyEconomic growthAdaptive Dynamic Programming ControlOptimization and Variational AnalysisStability and Control of Uncertain Systems