Sum of Squares Polynomial Approximate Dynamic Programming for the Ergodic Problem

The purpose of this note is to extend the approximate dynamic programming (ADP) method to the infinite time stochastic optimal control (ergodic) problem. It is also shown that a modification of the basic algorithm solves the output feedback problem. The ADP solution of the ergodic problem differs in...

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Bibliographic Details

Published in:	IEEE transactions on automatic control Vol. 70; no. 9; pp. 6253 - 6259
Main Author:	Hexner, Gyorgy
Format:	Journal Article
Language:	English
Published:	New York IEEE 01.09.2025 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Approximate dynamic programming Approximation algorithms Closed loop systems Dynamic programming ergodic systems Iterative methods Mathematical models Minimization Optimal control Output feedback Polynomials Stability criteria stochastic control
ISSN:	0018-9286, 1558-2523
Online Access:	Get full text
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