@inproceedings{15a0d9f7f3be48e8bcb89d737c70f2a5,
title = "On generalized policy iteration for continuous-time linear systems",
abstract = "This paper investigate the mathematical properties of generalized policy iteration (GPI) applied to a class of continuous-time linear systems with unknown internal dynamics. GPI is a class of dynamic programming (DP) method to solve an optimal control problem by using two consecutive steps-policy evaluation and policy improvement. We first provide several formula equivalent to GPI, and as a result, reveal its relations to linear quadratic optimal control problems and the fact that the computational complexity due to backup operations in policy evaluation steps can be lessened by increasing the time horizon of GPI. A variety of local stability and convergence criteria is also provided with the connection to the convergence speed. Finally, several numerical simulations are performed to verify the results.",
author = "Lee, {Jae Young} and Chun, {Tae Yoon} and Park, {Jin Bae} and Choi, {Yoon Ho}",
year = "2011",
doi = "10.1109/CDC.2011.6161462",
language = "English",
isbn = "9781612848006",
series = "Proceedings of the IEEE Conference on Decision and Control",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "1722--1728",
booktitle = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011",
address = "United States",
note = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 ; Conference date: 12-12-2011 Through 15-12-2011",
}