RLS Algorithms and Convergence Analysis Method for Online DLQR Control Design via Heuristic Dynamic Programming.
Watson R. M. SantosJonathan A. QueirozJoão Viana da Fonseca NetoPatricia H. Moraes RegoEwaldo Eder Carvalho SantanaGustavo Araújo de AndradePublished in: UKSim (2014)
Keyphrases
- dynamic programming
- convergence analysis
- combinatorial optimization
- heuristic methods
- computational complexity
- global convergence
- cost function
- newton method
- state space
- optimality conditions
- convergence rate
- sensitivity analysis
- recursive least squares
- optimization methods
- hybrid algorithm
- learning algorithm
- simulated annealing
- worst case
- objective function
- reinforcement learning