Separable dynamic programming and approximate decomposition methods

Separable dynamic programming and approximate decomposition methods

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Article ID: iaor2009662
Country: United States
Volume: 52
Issue: 5
Start Page Number: 911
End Page Number: 916
Publication Date: May 2007
Journal: IEEE Transactions On Automatic Control
Authors:
Abstract:

We consider control, planning, and resource allocation problems involving several independent subsystems that are coupled through a control/decision constraint. We discuss one-step lookahead methods that use an approximate cost-to-go function derived from the solution of single subsystem problems. We propose a new method for constructing such approximations, and derive bounds on the performance of the associated suboptimal policies. We then specialize this method to problems of reachability of target tubes that have the form of a box (a Cartesian product of subsystem tubes).

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