The solution bounds and fixed point iterative algorithm for the discrete coupled algebraic Riccati equation applied to automatic control.
Jianzhou LiuLi WangJuan ZhangPublished in: IMA J. Math. Control. Inf. (2017)
Keyphrases
- fixed point
- optimal solution
- approximate value iteration
- learning algorithm
- dynamic programming
- worst case
- stationary points
- higher order
- objective function
- monte carlo
- three dimensional
- hamilton jacobi
- probabilistic model
- upper bound
- preprocessing
- graphical models
- post processing
- reinforcement learning
- differential equations
- exact solution
- temporal difference learning
- computer vision