Penalty-Uniform Localization for State-Constrained Policy Iteration (Q7345476)
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| English | Penalty-Uniform Localization for State-Constrained Policy Iteration |
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Statements
Penalty-Uniform Localization for State-Constrained Policy Iteration (English)
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15 September 2026
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math.OC
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math.NA
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Yeongjong Kim
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Jiwoong Jang
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Yeoneung Kim
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We study the trade-off between penalty parameter $\varepsilon$ and spatial discretization step $h$ for state-constrained optimal control in the deterministic discounted setting, showing that even with a small penalty, localization can be achieved as $O(h)$ in terms of occupation measure error, independent of $\varepsilon$, when $h\le\varepsilon$.
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State-Constrained
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Policy Iteration
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Discretization Error
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Confinement
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