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...
Main Authors: | , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Institute of Electrical and Electronics Engineers
2010
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Online Access: | http://hdl.handle.net/1721.1/60274 https://orcid.org/0000-0002-1470-2148 |