For nonlinear systems, a novel adaptive dynamic programming (ADP) algorithm of self-triggered control (STC) strategy is proposed. This is a novel attempt to introduce self-triggering into the ADP ...

This paper is concerned with a new discrete-time policy iteration adaptive dynamic programming (ADP) method for solving the infinite horizon optimal control problem of nonlinear systems. The idea is ...

Implements a simulation-based dynamic programming framework for optimal portfolio allocation over multiple periods. Combines analytical solutions with approximate methods under CRRA and log utility, ...