Lemke's method—a recursive approach
✍ Scribed by C.G. Broyden
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 982 KB
- Volume
- 136
- Category
- Article
- ISSN
- 0024-3795
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
This paper presents an application of Lemke's method to a class of Markov decision problems, appearing in the optimal stopping problems, and other well-known optimization problems. We consider a special case of the Markov decision problems with ®nitely many states, where the agent can choose one of
This paper deals with the time-varying bilinear quadratic optimal control problem. Using Adomian's decomposition method, we shall first derive a functional expansion for the input-output map of the system, then transform the cost functional so that it yields the optimal control in a recursive manner