Contraction of Riccati Flows Applied to the Convergence Analysis of a Max-Plus Curse-of-Dimensionality--Free Method

DOI10.1137/130906702zbMath1307.49028arXiv1301.4777OpenAlexW2807726370MaRDI QIDQ5173257

Zheng Qu

Publication date: 9 February 2015

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.4777

zbMATH Keywords

optimal controldynamic programmingcontraction mappingThompson's part metricindefinite Riccati flowmax-plus basis numerical methodswitching linear quadratic control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Approximation methods and heuristics in mathematical programming (90C59) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Linear-quadratic optimal control problems (49N10) Discrete approximations in optimal control (49M25) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

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Maximizing concave piecewise affine functions on the unitary group ⋮ A convergent hierarchy of non-linear eigenproblems to compute the joint spectral radius of nonnegative matrices ⋮ An improved method for approximating the infinite-horizon value function of the discrete-time switched LQR problem ⋮ On bounding the Thompson metric by Schatten norms

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