Infinite horizon problemValue functionRelaxation theoremSensitivity relationMaximum principleWe investigate the value functionV:R+×Rn→R+∪{+∞}of the infinite horizon problem in optimal control for a general—not necessarily discounted—running cost and provide sufficient conditions for its lower ...
Sagara, N.: Value functions and transversality conditions for infinite-horizon optimal con- trol problems. Set-Valued Var Anal 18, 1-28 (2010)N. Sagara, Value functions and transversality conditions for infinite-horizon optimal control problems, Set-Valued and Vari- ational Analysis, 18(1), ...
In particular, the role of the transversality conditions at infinity is clarified. 展开 关键词: Nonsmooth maximum principle Infinite horizon Value function Transversality condition Adjoint inclusion Necessary and sufficient conditions DOI: 10.1007/s11228-009-0132-1 被引量: 15 年份: 2010 ...
It is well known that, unless some compatibility condition between constraints and dynamics holds, the Value Function has not enough regularity, or can fail to be the unique constrained viscosity solution of a Hamilton–Jacobi–Bellman (HJB) equation. Here, we consider the case of a set of ...
Infinite Horizon Discounted Cost Optimization 4.1 Infinite Horizon Discounted Cost Optimality Equation, 60 4.2 Solutions to the Optimality Equation, 65 4.3 Convergence of Finite Horizon Value Functions, 66 4.4 Characterization of Optimal Policies, 67 4.5 Analytic Properties of the Value Function, 70 4.6...
Gradient-based approaches to direct policy search in reinforcement learning have received much recent attention as a means to solve problems of partial observability and to avoid some of the problems associated with policy degradation in value-function methods. In this paper we introduce GPOMDP, a ...
On the Nonsmooth Geometry and Neural Approximation of the Optimal Value Function of Infinite-Horizon Pendulum Swing-up We revisit the inverted pendulum problem with the goal of understanding and computing the true optimal value function. We start with an observation that th... H Han,H Yang 被引...
We start by citing a theorem stating a very weak sufficient condition for the optimal solution and the value function being a version of Theorem 1 of Wiszniewska-Matyszkiel (2011), designed especially for the infinite horizon dynamic optimization problems with unbounded payoffs like those consider...
Then the quasi-infinite horizon approach which can guarantee the closed loop stability of generalized predictive control is presented. 引入无穷时域的1-范数性能指标,通过施加新的终端等式约束确定出无穷时域性能指标的一个上界,将不可解的优化问题转化为可解的优化问题,从而提出保证连续时间广义预测控制闭环稳定...
Not till the weight is heaved from off the air, and the thunders roll down the horizon, will the serene light of God flow upon us, and the blue infinite embrace us again. 1 Infinite An infinite quantity or magnitude. 1 Infinite An infinity; an incalculable or very great number. Glitterin...