Convergence rate analysis of the state increment dynamic programming method

DOI10.1016/0005-1098(83)90074-2zbMath0499.90076OpenAlexW2023343563MaRDI QIDQ1171998

Sidney Yakowitz

Publication date: 1983

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(83)90074-2

zbMATH Keywords

linear convergencecomputational methodcomputer controloptimal systemconvergence rate analysismultivariable control systemlarge- scale systemstate increment dynamic programming technique

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39)

Related Items (3)

A quasi-Newton differential dynamic programming algorithm for discrete- time optimal control ⋮ Regression Estimation from an Individual Stable Sequence ⋮ Differential dynamic programming and Newton's method for discrete optimal control problems

Cites Work

• Principles and procedures of numerical analysis
• Decentralized optimization for distributed-lag models of discrete systems
• One-at-a-time dynamic programming over polytope
• The successive sweep method and dynamic programming
• The computation and theory of optimal control
• The application of optimal control methodology to nonlinear programming problems
• A new approach to differential dynamic programming for discrete time systems
• A Consistent Estimator for the Identification of Finite Mixtures
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