Abstract
This chapter starts from a derivation of the dynamic programming equations called Bellman equations. They are used to solve the linear regulator problem on a finite time interval. A fundamental role is played here by the Riccati-type matrix differential equations. The stabilization problem is reduced to an analysis of an algebraic Riccati equation.
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Zabczyk, J. (2020). Dynamic programming. In: Mathematical Control Theory. Systems & Control: Foundations & Applications. Birkhäuser, Cham. https://doi.org/10.1007/978-3-030-44778-6_9
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DOI: https://doi.org/10.1007/978-3-030-44778-6_9
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Publisher Name: Birkhäuser, Cham
Print ISBN: 978-3-030-44776-2
Online ISBN: 978-3-030-44778-6
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