Temporal difference methods for the maximal solution of discrete-time coupled algebraic Riccati equations
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Publication:5949886
DOI10.1023/A:1017510321237zbMath0984.93051OpenAlexW3000602159MaRDI QIDQ5949886
Oswaldo L. V. Costa, Julio C. C. Aya
Publication date: 5 December 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1017510321237
maximal solution\(\lambda\)-policy iterationdiscrete-time coupled algebraic Riccati equationsMarkovian decision processestemporal difference methods
Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear-quadratic optimal control problems (49N10)
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