搜索结果: 1-4 共查到“函数论 Dynamic Programming”相关记录4条 . 查询时间(0.078 秒)
Min-max approximate dynamic programming
Dynamic planning policy dynamic system the noise the approximation function
font style='font-size:12px;'>
2015/8/7
In this paper we describe an approximate dynamic programming policy for a discrete-time dynamical system perturbed by noise. The approximate value function is the pointwise supremum of a family of low...
Approximate dynamic programming via iterated Bellman inequalities
Convex Optimization Dynamic Programming Stochastic Control
font style='font-size:12px;'>
2015/8/7
In this paper we introduce new methods for finding functions that lower bound the value function of a stochastic control problem, using an iterated form of the Bellman inequality. Our method is based ...
Quadratic approximate dynamic programming for input-affine systems
approximate dynamic programming stochastic control convex optimization
font style='font-size:12px;'>
2015/8/7
We consider the use of quadratic approximate value functions for stochastic control problems with input-affine dynamics and convex stage cost and constraints. Evaluating the approximate dynamic progra...
Relationship Between Dynamic Programming and the Maximum Principle under State Constraints
Dynamic Programming Maximum Principle State Constraints
font style='font-size:12px;'>
2009/1/22
Bellman's dynamic programming and Pontryagin's maximum principle are two basic tools for studying optimal control theory. We consider the optimal control problem under state constraints and examine th...