Title :
Efficient iterative algorithms for the numerical solution of optimal control problems
Author :
Belbas, S.A. ; Mayergoyz, I.D.
Author_Institution :
University of Maryland, College Park, Maryland
Abstract :
We write discrete Bellman equations and quasi-variational inequalities as fixed-point problems for an appropriate operator T. Under suitable assumptions, we show that either T or a power of T is a contraction.
Keywords :
Dynamic programming; Educational institutions; Iterative algorithms; Optimal control;
Conference_Titel :
Decision and Control, 1984. The 23rd IEEE Conference on
Conference_Location :
Las Vegas, Nevada, USA
DOI :
10.1109/CDC.1984.272046
