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The Discrete Case
The Discrete Case
The Discrete Case
Suppose that
denoted as
(15.5)
is
(15.6)
Let
denote the optimal action that is applied in the
of
(15.6). Imagine that
(15.7)
(15.8)
by
when
path. This
incremental change in the cost-to-go function while moving in the best
direction forms the basis of both the
HJB equation and the minimum
principle.
Steven M LaValle
2012-04-20