Sum of Squares Polynomial Approximate Dynamic Programming for the Ergodic Problem

The purpose of this note is to extend the Approximate Dynamic Programming (ADP) method to the infinite time stochastic optimal control (ergodic) problem. It is also shown that a modification of the basic algorithm solves the output feedback problem. The approximate dynamic programming solution of the ergodic problem differs in significant ways from its deterministic counterpart.

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Publication Details

Journal
IEEE Transactions on Automatic Control
Published
2025-04-09
DOI
https://doi.org/10.1109/tac.2025.3559462
Primary Topic
Adaptive Dynamic Programming Control
Type
article
Field-Weighted Citation Impact
0.00
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article

Sum of Squares Polynomial Approximate Dynamic Programming for the Ergodic Problem

G. Hexner
IEEE Transactions on Automatic Control
Adaptive Dynamic Programming Control
article

Sum of Squares Polynomial Approximate Dynamic Programming for the Ergodic Problem

G. Hexner
article en

Abstract

The purpose of this note is to extend the Approximate Dynamic Programming (ADP) method to the infinite time stochastic optimal control (ergodic) problem. It is also shown that a modification of the basic algorithm solves the output feedback problem. The approximate dynamic programming solution of the ergodic problem differs in significant ways from its deterministic counterpart.

IEEE Transactions on Automatic ControlVol. 70(9)
Rafael Advanced Defense Systems (Israel) (IL)
Openalex Percentile: Top 92%
Adaptive Dynamic Programming Control
DOISourceOpenAlex
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Sum of Squares Polynomial Approximate Dynamic Programming for the Ergodic Problem — G. Hexner · IEEE Transactions on Automatic Control (2025) | TGRS Research Map | TGRS