Convergence Analysis of Control Optimization Methods

  • Abhijit Gosavi
Part of the Operations Research/Computer Science Interfaces Series book series (ORCS, volume 25)


This chapter will discuss the proofs of optimality of most of the algorithms discussed in the context of control optimization. Since all the related algorithms are iterative and generate sequences of values, we will be dealing with convergence of these sequences to optimal solutions.


Optimal Policy Bellman Equation Policy Iteration Average Reward Discount Reward 
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Copyright information

© Springer Science+Business Media New York 2003

Authors and Affiliations

  • Abhijit Gosavi
    • 1
  1. 1.Department of Industrial EngineeringThe State University of New YorkBuffaloUSA

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