Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is analyzed in solving the problem. The convergence of the iterations and the optimality of the limit functions, which follows from the established uniqueness o...

We present an accelerated algorithm for the solution of static Hamilton-JacobiBellman equations related to optimal control problems. Our scheme is based on a classic policy iteration procedure, which is known to have superlinear convergence in many relevant cases provided the initial guess is sufficiently close to the solution. This limitation often degenerates into a behavior similar to a valu...

This note is concerned with the iteration numerical scheme for solving nonlinear algebraic equations. A more effective and more rapidly convergent iteration method is proposed, which improves the convergence of the previous numerical schemes and also eliminates the need of careful initial points selection in the previous work given by J.-H. He [Appl. Math. Comp. 135 (2003) 81-84].

We provide a framework for preconditioning nonlinear three-dimensional electromagnetic inverse scattering problems using nonlinear conjugate gradient (NLCG) and limited memory (LM) quasi-Newton methods. Key to our approach is the use of an approximate adjoint method that allows for an economical approximation of the Hessian that is updated at each inversion iteration. Using this approximate Hes...

With the success of modern internet based platform, such as Amazon Mechanical Turk, it is now normal to collect a large number of hand labeled samples from non-experts. The DawidSkene algorithm, which is based on ExpectationMaximization update, has been widely used for inferring the true labels from noisy crowdsourced labels. However, Dawid-Skene scheme requires all the data to perform each EM ...