Stability and monotone convergence of generalised policy iteration for discrete-time linear quadratic regulations

DOI10.1080/00207179.2015.1079737zbMath1332.93165OpenAlexW1804910891MaRDI QIDQ2792734

Yoon Ho Choi, Jae Young Lee, Tae Yoon Chun, Jin Bae Park

Publication date: 14 March 2016

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2015.1079737

zbMATH Keywords

heuristic dynamic programminglinear quadratic regulationadaptive dynamic programminggeneralised policy iteration

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Dynamic programming (90C39) Linear-quadratic optimal control problems (49N10)

Related Items (2)

Adaptive dynamic programming for discrete-time linear quadratic regulation based on multirate generalised policy iteration ⋮ Modified general policy iteration based adaptive dynamic programming for unknown discrete‐time linear systems

Cites Work

• Model-free \(Q\)-learning designs for linear discrete-time zero-sum games with application to \(H^\infty\) control
• On integral generalized policy iteration for continuous-time linear quadratic regulations
• Modified Policy Iteration Algorithms for Discounted Markov Decision Problems
• Kronecker products and matrix calculus in system theory
• Approximate Dynamic Programming
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