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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Bibliographic Details
Main Authors: Dahleh, Munther A., Kolmanovsky, Ilya V., Rinehart, Michael David
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:en_US
Published: Institute of Electrical and Electronics Engineers 2010
Online Access:http://hdl.handle.net/1721.1/60274
https://orcid.org/0000-0002-1470-2148