Title
Robust Policy Iteration for Continuous-Time Linear Quadratic Regulation
Abstract
This article studies the robustness of policy iteration in the context of continuous-time infinite-horizon linear quadratic regulator (LQR) problem. It is shown that Kleinman's policy iteration algorithm is small-disturbance input-to-state stable, a property that is stronger than Sontag's local input-to-state stability but weaker than global input-to-state stability. More precisely, whenever the e...
Year
DOI
Venue
2022
10.1109/TAC.2021.3085510
IEEE Transactions on Automatic Control
Keywords
DocType
Volume
Robustness,Biological system modeling,Optimal control,Numerical stability,Heuristic algorithms,Approximation algorithms,Symmetric matrices
Journal
67
Issue
ISSN
Citations 
1
0018-9286
1
PageRank 
References 
Authors
0.35
6
3
Name
Order
Citations
PageRank
Bo Pang15795451.00
Tao Bian2802.90
Zhong-Ping Jiang34595351.78