Adaptive aggregation methods for infinite horizon dynamic programming

A class of iterative aggregation algorithms for solving infinite horizon dynamic programming problems is proposed. The idea is to interject aggregation iterations in the course of the usual successive approximation method. An important feature that sets this method apart from earlier ones is that th...

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Veröffentlicht in:	IEEE transactions on automatic control 1989-06, Vol.34 (6), p.589-598
Hauptverfasser:	Bertsekas, D.P., Castanon, D.A.
Format:	Artikel
Sprache:	eng
Schlagworte:	Aggregates Applied sciences Approximation methods Computer science control theory systems Control theory. Systems Convergence Cost function Dynamic programming Equations Exact sciences and technology Infinite horizon Iterative algorithms Iterative methods Optimal control System theory
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