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On Approximate Dynamic Programming in Switching Systems

Rantzer, Anders LU (2005) 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05 In Proceedings of the 44th IEEE Conference on Decision and Control and the 2005 European Control Conference p.1391-1396
Abstract
In order to simplify computational methods based on dynamic programming, an approximative procedure based on upper and lower bounds of the optimal cost was recently introduced. The convergence properties of this procedure are analyzed in this paper. 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
Chapter in Book/Report/Conference proceeding
publication status
published
subject
in
Proceedings of the 44th IEEE Conference on Decision and Control and the 2005 European Control Conference
pages
1391 - 1396
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
conference name
44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05
external identifiers
  • wos:000240653701064
  • scopus:33847215503
ISBN
0-7803-9568-9
DOI
10.1109/CDC.2005.1582353
language
English
LU publication?
yes
id
22426452-1154-4a1f-9d2b-3996beb4d9c4 (old id 535807)
date added to LUP
2007-09-24 16:37:37
date last changed
2017-10-01 05:11:11
@inproceedings{22426452-1154-4a1f-9d2b-3996beb4d9c4,
  abstract     = {In order to simplify computational methods based on dynamic programming, an approximative procedure based on upper and lower bounds of the optimal cost was recently introduced. The convergence properties of this procedure are analyzed in this paper. 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},
  booktitle    = {Proceedings of the 44th IEEE Conference on Decision and Control and the 2005 European Control Conference},
  isbn         = {0-7803-9568-9},
  language     = {eng},
  pages        = {1391--1396},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  title        = {On Approximate Dynamic Programming in Switching Systems},
  url          = {http://dx.doi.org/10.1109/CDC.2005.1582353},
  year         = {2005},
}