Dynamic Programming and Suboptimal Control: A Survey from ADP to MPC

@article{Bertsekas2005DynamicPA,
  title={Dynamic Programming and Suboptimal Control: A Survey from ADP to MPC},
  author={Dimitri P. Bertsekas},
  journal={Eur. J. Control},
  year={2005},
  volume={11},
  pages={310-334}
}
We survey some recent research directions within the field of approximate dynamic programming (ADP), with a particular emphasis on rollout algorithms and model predictive control (MPC). We argue that while motivated by different concerns, these two methodologies are closely connected, and the mathematical essence of their desirable properties (cost improvement and stability, respectively) is couched on the central dynamic programming idea of policy iteration. In particular, among other things… CONTINUE READING
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