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Markov decision processes (MDPs) have provided general frameworks for many control, decision making, and optimization problems. However, solving the optimal policies for many such problems is computationally prohibitive due to the large state space and the large action space. Event-based dynamic programming (EDP) has been developed to formulate the event-based decision making processes. Since the...
In this paper we show that the solution to a dynamic optimization problem: optimize an integral quadratic performance criterion along trajectories of a linear dynamic system over an infinite time period (steady-state linear-quadratic optimal controller) can be solved using elementary mathematics as a static optimization problem. The derivations require only a basic (undergraduate) usage of linear...
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