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Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Convergence Analysis.
Qinglai Wei
Frank L. Lewis
Derong Liu
Ruizhuo Song
Hanquan Lin
Published in:
IEEE Trans. Syst. Man Cybern. Syst. (2018)
Keyphrases
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convergence analysis
dynamic programming
state space
markov decision processes
global convergence
infinite horizon
optimal policy
optimality conditions
linear programming
markov chain
optimal control
convergence rate
newton method
linear program
finite state
markov decision process