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Search results with tag "Dynamic programming and optimal control"
Dynamic Programming and Optimal Control 3rd Edition, …
web.mit.eduthe projection of the vector T(Φr) on the subspace].† We can view Eq. (6.1) as a form of projected Bellman equation. We will show that for a special choice of the norm of the projection, ΠT is a contraction mapping, so the projected Bellman equation has a unique solution Φr∗. We will discuss several iterative methods for finding r∗ in