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• W2146157243 abstract "SUMMARY We consider the use of quadratic approximate value functions for stochastic control problems with input‐affine dynamics and convex stage cost and constraints. Evaluating the approximate dynamic programming policy in such cases requires the solution of an explicit convex optimization problem, such as a quadratic program, which can be carried out efficiently. We describe a simple and general method for approximate value iteration that also relies on our ability to solve convex optimization problems, in this case, typically a semidefinite program. Although we have no theoretical guarantee on the performance attained using our method, we observe that very good performance can be obtained in practice.Copyright © 2012 John Wiley & Sons, Ltd." @default.
• W2146157243 created "2016-06-24" @default.
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• W2146157243 date "2012-08-23" @default.
• W2146157243 modified "2023-10-06" @default.
• W2146157243 title "Quadratic approximate dynamic programming for input-affine systems" @default.
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• W2146157243 doi "https://doi.org/10.1002/rnc.2894" @default.
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