Abstract
This chapter starts from a derivation of the dynamic programming equations called Bellman’s 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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© 2008 Birkhäuser Boston
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Zabczyk, J. (2008). Dynamic programming. In: Mathematical Control Theory. Modern Birkhäuser Classics. Birkhäuser Boston. https://doi.org/10.1007/978-0-8176-4733-9_9
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DOI: https://doi.org/10.1007/978-0-8176-4733-9_9
Publisher Name: Birkhäuser Boston
Print ISBN: 978-0-8176-4732-2
Online ISBN: 978-0-8176-4733-9
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