A Fixed-Point Characterization of the Optimal Costate in Finite-Horizon Optimal Control Problems.
Mario SassanoAlessandro AstolfiPublished in: IEEE Trans. Autom. Control. (2021)
Keyphrases
- fixed point
- finite horizon
- optimal control
- infinite horizon
- optimal control problems
- markov decision processes
- optimal policy
- average cost
- dynamic programming
- multistage
- sufficient conditions
- belief propagation
- single item
- dynamical systems
- policy iteration
- markov decision process
- reinforcement learning
- stereo matching
- production planning
- optimal solution