Relaxed dynamic programming in switching systems
Författare
Summary, in English
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.
Avdelning/ar
Publiceringsår
2006
Språk
Engelska
Sidor
567-574
Publikation/Tidskrift/Serie
IEE Proceedings: Control Theory and Applications
Volym
153
Issue
5
Dokumenttyp
Artikel i tidskrift
Förlag
Institution of Engineering and Technology
Ämne
- Control Engineering
Status
Published
ISBN/ISSN/Övrigt
- ISSN: 1350-2379