• DocumentCode
    184463
  • Title

    Approximate dynamic programming, local or global optimal solution?

  • Author

    Heydari, Ali ; Balakrishnan, Sivasubramanya N.

  • Author_Institution
    Mech. Eng. Dept., South Dakota Sch. of Mines & Technol., Rapid City, SD, USA
  • fYear
    2014
  • fDate
    4-6 June 2014
  • Firstpage
    1237
  • Lastpage
    1242
  • Abstract
    The problem of global optimality analysis of approximate dynamic programming based solutions is investigated in this study. Sufficient conditions for global optimality is obtained without requiring the state penalizing terms in the cost function or the functions representing the dynamics to be convex functions. Afterwards, the theoretical results are confirmed through a qualitative analysis of an example problem.
  • Keywords
    dynamic programming; optimal control; ADP; approximate dynamic programming; global optimality analysis; optimal control problems; Convex functions; Cost function; Dynamic programming; Equations; Least squares approximations; Optimal control; Learning; Neural networks; Optimal control;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference (ACC), 2014
  • Conference_Location
    Portland, OR
  • ISSN
    0743-1619
  • Print_ISBN
    978-1-4799-3272-6
  • Type

    conf

  • DOI
    10.1109/ACC.2014.6859117
  • Filename
    6859117