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...

Celý popis

Uložené v:
Podrobná bibliografia
Vydané v:IEEE transactions on automatic control Ročník 70; číslo 9; s. 6253 - 6259
Hlavný autor: Hexner, Gyorgy
Médium: Journal Article
Jazyk:English
Vydavateľské údaje: New York IEEE 01.09.2025
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Predmet:
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
On-line prístup:Získať plný text
Tagy: Pridať tag
Žiadne tagy, Buďte prvý, kto otaguje tento záznam!
Popis
Shrnutí: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 significant ways from its deterministic counterpart.
Bibliografia:ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
ISSN:0018-9286
1558-2523
DOI:10.1109/TAC.2025.3559462