This chapter starts from a derivation of the dynamic programming equations called Bellman equations. They are used to solve the linear regulator problem on a finite time interval. A fundamental role is played here by the Riccati-type matrix differential equations. The stabilization problem is reduced to an analysis of an algebraic Riccati equation.
CITATION STYLE
Zabczyk, J. (2020). Dynamic programming. In Systems and Control: Foundations and Applications (pp. 137–151). Birkhauser. https://doi.org/10.1007/978-3-030-44778-6_9
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