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Relaxed dynamic programming in switching systems

Rantzer, Anders LU (2006) In IEE Proceedings: Control Theory and Applications 153(5). p.567-574
Abstract
In order to simplify computational methods based on dynamic programming, a relaxed procedure based on upper and lower bounds of the optimal cost was recently introduced. The convergence properties of this procedure are analysed here. In particular, it is shown that the computational effort in finding an approximately optimal control law by relaxed value iteration is related to the polynomial degree that is needed to approximate the optimal cost. This gives a rigorous foundation for the claim that the search for optimal control laws requires complex computations only if the optimal cost function is complex. A computational example is given for switching control on a graph with 60 nodes, 120 edges and 30 continuous states.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
IEE Proceedings: Control Theory and Applications
volume
153
issue
5
pages
567 - 574
publisher
Institution of Engineering and Technology
external identifiers
  • wos:000241396200007
  • scopus:33749860519
ISSN
1350-2379
DOI
10.1049/ip-eta-20050094
language
English
LU publication?
yes
id
840b4eb5-8c57-46f5-929a-952fece01523 (old id 386743)
date added to LUP
2016-04-01 11:59:18
date last changed
2020-11-22 07:21:43
@article{840b4eb5-8c57-46f5-929a-952fece01523,
  abstract     = {In order to simplify computational methods based on dynamic programming, a relaxed procedure based on upper and lower bounds of the optimal cost was recently introduced. The convergence properties of this procedure are analysed here. In particular, it is shown that the computational effort in finding an approximately optimal control law by relaxed value iteration is related to the polynomial degree that is needed to approximate the optimal cost. This gives a rigorous foundation for the claim that the search for optimal control laws requires complex computations only if the optimal cost function is complex. A computational example is given for switching control on a graph with 60 nodes, 120 edges and 30 continuous states.},
  author       = {Rantzer, Anders},
  issn         = {1350-2379},
  language     = {eng},
  number       = {5},
  pages        = {567--574},
  publisher    = {Institution of Engineering and Technology},
  series       = {IEE Proceedings: Control Theory and Applications},
  title        = {Relaxed dynamic programming in switching systems},
  url          = {http://dx.doi.org/10.1049/ip-eta-20050094},
  doi          = {10.1049/ip-eta-20050094},
  volume       = {153},
  year         = {2006},
}