Value Iteration for (Switched) Homogeneous Systems

In this note, we prove that dynamic programming value iteration converges uniformly for discrete-time homogeneous systems and continuous-time switched homogeneous systems. For discrete-time homogeneous systems, rather than discounting the cost function (which exponentially decreases the weights of t...

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Veröffentlicht in:	IEEE transactions on automatic control 2009-06, Vol.54 (6), p.1290-1294
Hauptverfasser:	Rinehart, M., Dahleh, M., Kolmanovsky, I.
Format:	Artikel
Sprache:	eng
Schlagworte:	Applied sciences Approximation Computer science control theory systems Control systems Control theory. Systems Convergence Cost function Dynamic programming Dynamical systems Dynamics Equivalence Exact sciences and technology homogeneous systems Infinite horizon Linear systems Nonlinear equations Optimal control Performance analysis Switched systems Switching Transformations
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