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: | Bertsekas Dimitri P. |
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).