Convergence rate analysis of the state increment dynamic programming method

DOI10.1016/0005-1098(83)90074-2MaRDI QIDQ1171998zbMATH OpenOpenAlexFDO

Authors S. Yakowitz

Publication date 1983

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(83)90074-2

zbMATH Keywords

computational methodlinear convergenceoptimal systemconvergence rate analysiscomputer controlmultivariable control systemlarge- scale systemstate increment dynamic programming technique

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Dynamic programming (90C39) Dynamic programming in optimal control and differential games (49L20)

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Cited in

(3)

• Differential dynamic programming and Newton's method for discrete optimal control problems
• Regression Estimation from an Individual Stable Sequence
• A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control

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