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Value and Policy Iterations in Optimal Control and Adaptive Dynamic Programming.
IEEE Transactions on Neural Networks and Learning Systems, no. 3 (2017): 500-509
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general assumptions, we establish the uniqueness of the solution of Bellman's equation, and we provide convergence...More
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