He Zhiming. On the Convergency of State Iteration Method in the Solution of Generalized Linear Quadric Optimal Control ModelsJ. Transactions of Beijing institute of Technology, 1993, (3): 400-405.
Citation:
He Zhiming. On the Convergency of State Iteration Method in the Solution of Generalized Linear Quadric Optimal Control ModelsJ. Transactions of Beijing institute of Technology, 1993, (3): 400-405.
He Zhiming. On the Convergency of State Iteration Method in the Solution of Generalized Linear Quadric Optimal Control ModelsJ. Transactions of Beijing institute of Technology, 1993, (3): 400-405.
Citation:
He Zhiming. On the Convergency of State Iteration Method in the Solution of Generalized Linear Quadric Optimal Control ModelsJ. Transactions of Beijing institute of Technology, 1993, (3): 400-405.
On the Convergency of State Iteration Method in the Solution of Generalized Linear Quadric Optimal Control Models
The theoretical core of the state iteration method in the solution of GLQOCM is the convergency of the state iteration method. Some concepts and methods of functional analysis, making use of the fixed point theory, are applied to prove that the optimal operator is continuous. Then the convergency of the state iteration method is proved.
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