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Structural Invariant Subspaces of Singular Hamiltonian Systems and Nonrecursive Solutions of Finite-Horizon Optimal Control Problems.

Elena Zattoni
Published in: IEEE Trans. Autom. Control. (2008)
Keyphrases
  • finite horizon
  • optimal policy
  • infinite horizon
  • optimal solution
  • real time
  • lower bound
  • dynamic programming
  • markov decision processes
  • optimal control
  • average cost
  • optimal control problems