DocumentCode :
1123845
Title :
Relaxing dynamic programming
Author :
Lincoln, Bo ; Rantzer, Anders
Author_Institution :
Dept. of Autom. Control, Lund Univ.
Volume :
51
Issue :
8
fYear :
2006
Firstpage :
1249
Lastpage :
1260
Abstract :
The idea of dynamic programming is general and very simple, but the "curse of dimensionality" is often prohibitive and restricts the fields of application. This paper introduces a method to reduce the complexity by relaxing the demand for optimality. The distance from optimality is kept within prespecified bounds and the size of the bounds determines the computational complexity. Several computational examples are considered. The first is optimal switching between linear systems, with application to design of a dc/dc voltage converter. The second is optimal control of a linear system with piecewise linear cost with application to stock order control. Finally, the method is applied to a partially observable Markov decision problem (POMDP)
Keywords :
Markov processes; computational complexity; dynamic programming; linear systems; optimal control; piecewise linear techniques; stock control; computational complexity; dc-dc voltage converter; dynamic programming; linear systems; optimal control; optimal switching; partially observable Markov decision problem; piecewise linear cost; stock order control; Automatic control; Computational complexity; Control systems; Cost function; Dynamic programming; Linear systems; Optimal control; Piecewise linear approximation; Switching converters; Voltage; Dynamic programming; nonlinear synthesis; optimal control; switching systems;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.2006.878720
Filename :
1673585
Link To Document :
بازگشت