Iterative Dynamic Programming

With iteration, dynamic programming becomes an effective optimization procedure for very high-dimensional optimal control problems and has demonstrated applicability to singular control problems. Recently, iterative dynamic programming (IDP) has been refined to handle inequality state constraints and noncontinuous functions. This book offers a comprehensive presentation of this powerful tool. It brings together the results of work carried out by the author and others with the insights and advances that led to its development. The author provides the necessary background, examines the effects of the parameters involved, and clearly illustrates IDP's advantages.