New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation.
Juan ZhangJianzhou LiuPublished in: Int. J. Comput. Math. (2012)
Keyphrases
- fixed point
- optimal solution
- dynamic programming
- convergence rate
- approximate value iteration
- worst case
- objective function
- learning algorithm
- monte carlo
- preprocessing
- lower bound
- stationary points
- sufficient conditions
- hamilton jacobi
- exact solution
- differential equations
- matching algorithm
- reinforcement learning
- computer vision